+166.1%
APA vs GSK
+46.9%
+119.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.2% |
| 7D | -1.7% | -4.2% | +2.5% | -1.2% |
| 30D | +15.7% | -7.5% | +23.2% | +16.8% |
| 3M | +16.5% | -3.3% | +19.7% | +16.8% |
| 6M | +35.1% | -9.3% | +44.4% | +36.2% |
| YTD | +82.2% | +1.6% | +80.6% | +79.2% |
| 1Y | +102.5% | +25.5% | +77.0% | +91.7% |
| 3Y | +10.3% | +49.3% | -39.0% | -2.6% |
| 5Y | +166.1% | +46.7% | +119.5% | +141.3% |
| All | +166.1% | +46.9% | +119.2% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling