+222.7%
AA vs GSK
+1,731.5%
-1,508.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.1% |
| 7D | +1.1% | -1.1% | +2.2% | +1.6% |
| 30D | -1.3% | +7.8% | -9.1% | -4.5% |
| 3M | -23.9% | +0.3% | -24.2% | -24.3% |
| 6M | -36.8% | +3.4% | -40.2% | -38.1% |
| YTD | -22.2% | +5.9% | -28.1% | -25.2% |
| 1Y | +10.4% | +8.2% | +2.1% | +5.1% |
| 3Y | +72.0% | +65.3% | +6.7% | +32.6% |
| 5Y | -15.6% | +43.3% | -58.9% | -31.4% |
| 10Y | +47.8% | +102.9% | -55.1% | +3.9% |
| All | +222.7% | +1,731.5% | -1,508.9% | +29.8% |
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