+1,254.4%
AAPL vs GSK
+80.0%
+1,174.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.9% |
| 7D | -0.5% | -5.4% | +4.9% | +1.4% |
| 30D | +7.1% | -4.6% | +11.7% | +8.8% |
| 3M | +12.1% | -5.1% | +17.2% | +13.9% |
| 6M | +25.4% | -11.4% | +36.9% | +30.2% |
| YTD | +20.5% | +0.7% | +19.7% | +19.3% |
| 1Y | +44.5% | +23.0% | +21.5% | +32.7% |
| 3Y | +85.8% | +48.0% | +37.8% | +54.1% |
| 5Y | +124.8% | +48.2% | +76.5% | +81.8% |
| All | +1,254.4% | +80.0% | +1,174.3% | +914.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling