+361.3%
LIN vs GSK
+80.0%
+281.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.3% |
| 7D | -2.1% | -1.8% | -0.3% | -1.5% |
| 30D | -2.4% | -2.2% | -0.3% | -1.7% |
| 3M | -5.6% | -1.8% | -3.8% | -5.2% |
| 6M | -3.4% | -10.6% | +7.2% | +0.1% |
| YTD | +13.1% | +4.4% | +8.7% | +10.1% |
| 1Y | +2.5% | +30.4% | -27.9% | -9.2% |
| 3Y | +27.6% | +60.1% | -32.5% | +0.3% |
| 5Y | +63.0% | +46.8% | +16.2% | +31.2% |
| All | +361.3% | +80.0% | +281.3% | +238.9% |
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