+4.4%
APA vs GSK
+103.9%
-99.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +9.6% | +0.5% | +9.2% | +9.4% |
| 30D | -0.2% | +9.4% | -9.7% | -3.4% |
| 3M | +19.8% | +1.6% | +18.3% | +18.6% |
| 6M | +30.1% | +1.3% | +28.8% | +28.3% |
| YTD | +100.4% | +6.0% | +94.4% | +91.3% |
| 1Y | +105.2% | +9.1% | +96.1% | +93.6% |
| 3Y | +44.6% | +65.4% | -20.8% | +8.5% |
| 5Y | +88.8% | +43.0% | +45.8% | +50.1% |
| All | +4.4% | +103.9% | -99.5% | -26.6% |
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 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