+131.7%
AG vs GSK
+31.2%
+100.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.6% |
| 7D | +1.0% | -1.8% | +2.8% | +1.4% |
| 30D | +19.2% | -2.2% | +21.3% | +19.7% |
| 3M | +6.2% | -1.8% | +8.0% | +6.4% |
| 6M | -26.7% | -10.6% | -16.1% | -25.9% |
| YTD | +26.1% | +4.4% | +21.7% | +26.6% |
| 1Y | +131.7% | +30.4% | +101.2% | +125.3% |
| All | +131.7% | +31.2% | +100.4% | +125.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling