+955.2%
APH vs GSK
+102.9%
+852.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -5.0% | +5.2% | -10.2% | -6.2% |
| 30D | -8.4% | +10.2% | -18.5% | -10.7% |
| 3M | -4.5% | -0.9% | -3.6% | -4.6% |
| 6M | +25.3% | +3.5% | +21.8% | +23.0% |
| YTD | +18.9% | +7.2% | +11.7% | +14.9% |
| 1Y | +11.9% | +12.0% | -0.1% | +6.7% |
| 3Y | +278.0% | +67.3% | +210.6% | +204.6% |
| 5Y | +306.4% | +45.3% | +261.2% | +241.4% |
| 10Y | +955.2% | +101.8% | +853.4% | +696.7% |
| All | +955.2% | +102.9% | +852.2% | +696.7% |
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