+282.7%
AG vs GSK
+48.7%
+234.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -0.1% | -3.6% | +3.5% | +0.5% |
| 30D | +12.5% | -5.9% | +18.4% | +13.5% |
| 3M | +28.2% | -4.3% | +32.4% | +28.9% |
| 6M | -18.8% | -10.8% | -8.0% | -17.5% |
| YTD | +27.4% | +1.8% | +25.6% | +26.9% |
| 1Y | +132.2% | +23.5% | +108.7% | +124.4% |
| All | +282.7% | +48.7% | +234.0% | +236.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling