+445.6%
AG vs GSK
+154.3%
+291.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.0% |
| 7D | +1.0% | -1.8% | +2.8% | +1.9% |
| 30D | +19.2% | -2.2% | +21.3% | +20.3% |
| 3M | +6.2% | -1.8% | +8.0% | +6.5% |
| 6M | -26.7% | -10.6% | -16.1% | -22.8% |
| YTD | +26.1% | +4.4% | +21.7% | +21.6% |
| 1Y | +131.7% | +30.4% | +101.2% | +98.0% |
| 3Y | +255.3% | +60.1% | +195.3% | +160.4% |
| 5Y | +61.9% | +46.8% | +15.1% | +22.9% |
| 10Y | +72.0% | +79.2% | -7.2% | +12.0% |
| All | +445.6% | +154.3% | +291.4% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling