+98.1%
AGG vs GSK
+234.8%
-136.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.1% |
| 7D | +0.1% | -4.2% | +4.3% | +0.2% |
| 30D | -0.4% | -7.5% | +7.1% | -0.3% |
| 3M | -0.3% | -3.3% | +3.0% | -0.2% |
| 6M | -1.2% | -9.3% | +8.1% | -1.1% |
| YTD | -0.4% | +1.6% | -2.0% | -0.4% |
| 1Y | +0.4% | +25.5% | -25.1% | +0.2% |
| 3Y | +13.4% | +49.3% | -35.8% | +13.0% |
| 5Y | -1.4% | +46.7% | -48.1% | -1.9% |
| 10Y | +14.8% | +76.8% | -62.0% | +14.6% |
| All | +98.1% | +234.8% | -136.7% | +98.4% |
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