+951.3%
APH vs GSK
+101.6%
+849.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.8% | +7.7% |
| 7D | +1.1% | +4.9% | -3.8% | 0.0% |
| 30D | -7.5% | +10.8% | -18.3% | -10.0% |
| 3M | -4.4% | -1.8% | -2.6% | -4.3% |
| 6M | +26.5% | +4.1% | +22.4% | +24.0% |
| YTD | +20.0% | +7.9% | +12.2% | +15.9% |
| 1Y | +16.9% | +14.4% | +2.4% | +10.7% |
| 3Y | +288.5% | +68.1% | +220.4% | +212.8% |
| 5Y | +310.3% | +47.7% | +262.6% | +242.3% |
| 10Y | +951.3% | +100.5% | +850.8% | +695.5% |
| All | +951.3% | +101.6% | +849.7% | +695.5% |
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