+431.5%
LIN vs GSK
+103.1%
+328.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +6.8% | +5.4% | +1.4% | +4.7% |
| 3M | +10.4% | +0.9% | +9.5% | +9.6% |
| 6M | +3.2% | +0.7% | +2.4% | +2.3% |
| YTD | +24.6% | +5.6% | +19.0% | +20.4% |
| 1Y | +24.4% | +8.5% | +15.9% | +18.9% |
| 3Y | +36.7% | +63.8% | -27.1% | +6.5% |
| 5Y | +67.0% | +42.4% | +24.6% | +36.7% |
| All | +431.5% | +103.1% | +328.3% | +278.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling