+19.1%
AA vs GSK
+46.9%
-27.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +4.3% |
| 7D | +1.7% | -4.2% | +5.8% | +2.8% |
| 30D | +3.3% | -7.5% | +10.8% | +5.4% |
| 3M | -29.4% | -3.3% | -26.1% | -28.8% |
| 6M | -12.8% | -9.3% | -3.5% | -10.7% |
| YTD | -2.1% | +1.6% | -3.7% | -3.5% |
| 1Y | +62.8% | +25.5% | +37.3% | +50.2% |
| 3Y | +90.5% | +49.3% | +41.2% | +58.9% |
| 5Y | +19.1% | +46.7% | -27.6% | +0.9% |
| All | +19.1% | +46.9% | -27.8% | +0.9% |
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