+427.2%
LIN vs GSK
+102.0%
+325.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | +0.3% | -1.1% | +1.4% | +0.7% |
| 30D | +8.0% | +7.8% | +0.2% | +5.0% |
| 3M | +7.7% | +0.3% | +7.4% | +7.2% |
| 6M | +5.1% | +3.4% | +1.6% | +3.1% |
| YTD | +24.7% | +5.9% | +18.8% | +20.4% |
| 1Y | +25.1% | +8.2% | +16.9% | +19.7% |
| 3Y | +36.8% | +65.3% | -28.4% | +6.1% |
| 5Y | +67.9% | +43.3% | +24.6% | +37.0% |
| 10Y | +427.2% | +102.9% | +324.3% | +275.9% |
| All | +427.2% | +102.0% | +325.2% | +275.9% |
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