+132.3%
AA vs GSK
+80.2%
+52.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -0.6% | -3.6% | +3.0% | +0.9% |
| 30D | -1.6% | -5.9% | +4.4% | +1.0% |
| 3M | -29.8% | -4.3% | -25.6% | -28.6% |
| 6M | -16.6% | -10.8% | -5.8% | -12.8% |
| YTD | -4.0% | +1.8% | -5.8% | -6.4% |
| 1Y | +63.5% | +23.5% | +40.0% | +44.4% |
| 3Y | +86.8% | +49.5% | +37.2% | +41.8% |
| 5Y | +12.4% | +49.7% | -37.3% | -17.2% |
| 10Y | +132.3% | +81.9% | +50.4% | +60.0% |
| All | +132.3% | +80.2% | +52.1% | +60.0% |
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