+63.3%
LIN vs GSK
+43.2%
+20.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +0.2% | +1.7% | -1.5% | -0.2% |
| 30D | +6.5% | +7.0% | -0.6% | +4.6% |
| 3M | +5.5% | -2.7% | +8.1% | +6.0% |
| 6M | +3.3% | +1.4% | +1.9% | +2.6% |
| YTD | +22.0% | +5.3% | +16.7% | +19.4% |
| 1Y | +25.7% | +10.6% | +15.1% | +21.4% |
| 3Y | +36.2% | +62.6% | -26.4% | +14.2% |
| All | +63.3% | +43.2% | +20.1% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling