+75.7%
AA vs GSK
+65.2%
+10.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +5.5% |
| 7D | +4.8% | +4.9% | -0.1% | +4.3% |
| 30D | -0.6% | +10.8% | -11.5% | -1.8% |
| 3M | -16.3% | -1.8% | -14.5% | -16.1% |
| 6M | -33.4% | +4.1% | -37.5% | -33.6% |
| YTD | -20.7% | +7.9% | -28.6% | -21.5% |
| 1Y | +12.9% | +14.4% | -1.5% | +11.2% |
| 3Y | +75.7% | +68.1% | +7.6% | +68.4% |
| All | +75.7% | +65.2% | +10.5% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling