+73.2%
APA vs GSK
+47.2%
+26.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | -8.7% | +4.9% | -13.7% | -9.2% |
| 30D | -2.4% | +10.8% | -13.2% | -3.6% |
| 3M | +19.0% | -1.8% | +20.8% | +19.2% |
| 6M | +26.8% | +4.1% | +22.7% | +25.9% |
| YTD | +87.3% | +7.9% | +79.5% | +82.8% |
| 1Y | +92.3% | +14.4% | +77.9% | +85.5% |
| 3Y | +37.3% | +68.1% | -30.8% | +18.0% |
| 5Y | +73.2% | +47.7% | +25.5% | +48.6% |
| All | +73.2% | +47.2% | +26.0% | +48.6% |
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 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