+209.3%
AG vs GSK
+65.0%
+144.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | -6.0% | +0.5% | -6.5% | -6.1% |
| 30D | -14.3% | +9.4% | -23.8% | -15.5% |
| 3M | -26.9% | +1.6% | -28.5% | -27.1% |
| 6M | -42.1% | +1.3% | -43.4% | -42.3% |
| YTD | -15.9% | +6.0% | -21.9% | -16.7% |
| 1Y | +11.5% | +9.1% | +2.4% | +9.9% |
| All | +209.3% | +65.0% | +144.4% | +152.6% |
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