+81.0%
GSK vs ALM
+7,705.7%
-7,624.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | -1.8% | -2.6% | +0.8% | -1.8% |
| 30D | -2.2% | +32.0% | -34.2% | -2.2% |
| 3M | -1.8% | -15.0% | +13.2% | -1.8% |
| 6M | -10.6% | -10.1% | -0.5% | -10.6% |
| YTD | +4.4% | +99.4% | -95.0% | +4.2% |
| 1Y | +30.4% | +316.4% | -285.9% | +29.9% |
| 3Y | +60.1% | +2,022.0% | -1,961.9% | +58.8% |
| 5Y | +46.8% | +941.2% | -894.4% | +45.7% |
| 10Y | +79.2% | +2,950.3% | -2,871.1% | +77.3% |
| All | +81.0% | +7,705.7% | -7,624.8% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling