+2,214.6%
AEP vs GSK
+1,705.8%
+508.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.3% |
| 7D | +1.8% | -1.8% | +3.6% | +2.2% |
| 30D | -0.8% | -2.2% | +1.4% | -0.4% |
| 3M | -1.8% | -1.8% | 0.0% | -1.6% |
| 6M | -5.4% | -10.6% | +5.2% | -3.1% |
| YTD | +10.4% | +4.4% | +6.0% | +8.8% |
| 1Y | +18.2% | +30.4% | -12.3% | +10.1% |
| 3Y | +79.0% | +60.1% | +18.9% | +57.1% |
| 5Y | +64.8% | +46.8% | +18.0% | +46.4% |
| 10Y | +170.8% | +79.2% | +91.6% | +127.3% |
| All | +2,214.6% | +1,705.8% | +508.8% | +1,155.5% |
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