+57.4%
AA vs GSK
+22.9%
+34.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.7% | -4.6% |
| 7D | -5.4% | -5.4% | 0.0% | -4.5% |
| 30D | -10.7% | -4.6% | -6.1% | -9.9% |
| 3M | -26.2% | -5.1% | -21.1% | -25.3% |
| 6M | -20.9% | -11.4% | -9.5% | -19.9% |
| YTD | -8.6% | +0.7% | -9.4% | -8.8% |
| 1Y | +57.4% | +23.0% | +34.4% | +53.6% |
| All | +57.4% | +22.9% | +34.5% | +53.6% |
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