+65.7%
AG vs GSK
+105.0%
-39.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.6% |
| 7D | -10.0% | +1.1% | -11.1% | -10.3% |
| 30D | -10.5% | +6.3% | -16.8% | -12.5% |
| 3M | -27.3% | +1.8% | -29.1% | -27.9% |
| 6M | -43.0% | +1.7% | -44.6% | -43.7% |
| YTD | -17.9% | +6.5% | -24.5% | -20.9% |
| 1Y | +11.9% | +9.5% | +2.4% | +6.6% |
| 3Y | +201.8% | +65.3% | +136.5% | +132.0% |
| 5Y | -0.1% | +43.7% | -43.8% | -19.5% |
| All | +65.7% | +105.0% | -39.3% | -0.2% |
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