+65.1%
AEP vs GSK
+47.3%
+17.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.9% | -3.6% | +4.5% | +1.7% |
| 30D | +1.5% | -5.9% | +7.4% | +2.9% |
| 3M | -1.7% | -4.3% | +2.6% | -0.8% |
| 6M | -4.0% | -10.8% | +6.8% | -1.7% |
| YTD | +10.6% | +1.8% | +8.8% | +9.5% |
| 1Y | +18.6% | +23.5% | -4.9% | +11.6% |
| 3Y | +78.7% | +49.5% | +29.2% | +58.2% |
| 5Y | +65.1% | +49.7% | +15.4% | +40.6% |
| All | +65.1% | +47.3% | +17.8% | +40.6% |
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