+61.6%
AG vs GSK
+80.1%
-18.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -6.7% | -3.5% | -3.2% | -5.4% |
| 30D | +2.2% | -3.4% | +5.6% | +3.6% |
| 3M | +15.7% | -8.1% | +23.8% | +19.2% |
| 6M | -23.8% | -11.1% | -12.7% | -20.4% |
| YTD | +17.6% | +0.7% | +16.9% | +15.9% |
| 1Y | +88.6% | +20.1% | +68.5% | +71.7% |
| 3Y | +253.4% | +46.1% | +207.3% | +183.7% |
| 5Y | +62.4% | +48.2% | +14.2% | +26.8% |
| All | +61.6% | +80.1% | -18.4% | +5.9% |
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