+1,041.3%
APH vs GSK
+76.8%
+964.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.5% |
| 7D | +0.2% | -4.2% | +4.4% | +1.3% |
| 30D | -3.3% | -7.5% | +4.2% | -1.5% |
| 3M | +14.0% | -3.3% | +17.3% | +14.4% |
| 6M | +24.4% | -9.3% | +33.8% | +26.9% |
| YTD | +21.4% | +1.6% | +19.8% | +19.3% |
| 1Y | +48.9% | +25.5% | +23.4% | +37.0% |
| 3Y | +290.1% | +49.3% | +240.8% | +227.1% |
| 5Y | +352.8% | +46.7% | +306.2% | +274.0% |
| 10Y | +1,041.3% | +76.8% | +964.5% | +795.0% |
| All | +1,041.3% | +76.8% | +964.5% | +795.0% |
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