+417.3%
LIN vs GSK
+101.6%
+315.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.1% |
| 7D | +0.1% | +4.9% | -4.8% | -1.6% |
| 30D | +7.6% | +10.8% | -3.3% | +3.5% |
| 3M | +6.5% | -1.8% | +8.3% | +6.9% |
| 6M | +6.2% | +4.1% | +2.1% | +4.0% |
| YTD | +23.2% | +7.9% | +15.4% | +18.2% |
| 1Y | +25.4% | +14.4% | +11.0% | +17.5% |
| 3Y | +38.3% | +68.1% | -29.8% | +6.6% |
| 5Y | +64.4% | +47.7% | +16.7% | +32.5% |
| 10Y | +417.3% | +100.5% | +316.8% | +269.5% |
| All | +417.3% | +101.6% | +315.7% | +269.5% |
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