+291.9%
AA vs GSK
+1,705.8%
-1,414.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.3% |
| 7D | -0.7% | -1.8% | +1.1% | +0.1% |
| 30D | +5.0% | -2.2% | +7.2% | +5.9% |
| 3M | -35.8% | -1.8% | -34.0% | -35.4% |
| 6M | -18.4% | -10.6% | -7.8% | -15.0% |
| YTD | -5.5% | +4.4% | -9.9% | -8.2% |
| 1Y | +61.0% | +30.4% | +30.5% | +41.9% |
| 3Y | +66.2% | +60.1% | +6.1% | +30.4% |
| 5Y | +11.4% | +46.8% | -35.4% | -10.2% |
| 10Y | +116.9% | +79.2% | +37.7% | +61.0% |
| All | +291.9% | +1,705.8% | -1,414.0% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling