+412.1%
LIN vs GSK
+102.9%
+309.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +2.0% | +5.2% | -3.2% | +0.1% |
| 30D | +7.9% | +10.2% | -2.3% | +4.0% |
| 3M | +6.3% | -0.9% | +7.2% | +6.3% |
| 6M | +6.5% | +3.5% | +3.0% | +4.5% |
| YTD | +23.6% | +7.2% | +16.3% | +18.8% |
| 1Y | +25.7% | +12.0% | +13.7% | +18.8% |
| 3Y | +35.6% | +67.3% | -31.7% | +4.7% |
| 5Y | +65.9% | +45.3% | +20.6% | +34.6% |
| 10Y | +412.1% | +101.8% | +310.3% | +263.9% |
| All | +412.1% | +102.9% | +309.1% | +263.9% |
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