+4.9%
AA vs GSK
+9.8%
-4.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | -0.6% | +6.3% | -6.9% | -1.5% |
| 3M | -19.7% | +1.8% | -21.5% | -19.5% |
| 6M | -41.6% | +1.7% | -43.2% | -41.2% |
| YTD | -24.6% | +6.5% | -31.2% | -26.1% |
| 1Y | +4.9% | +9.5% | -4.6% | +0.6% |
| All | +4.9% | +9.8% | -4.9% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling