+262.1%
APH vs GSK
+63.2%
+198.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | -5.9% | +1.7% | -7.6% | -5.7% |
| 30D | -14.8% | +7.0% | -21.8% | -14.4% |
| 3M | -12.4% | -2.7% | -9.8% | -12.2% |
| 6M | +8.1% | +1.4% | +6.6% | +8.3% |
| YTD | +10.9% | +5.3% | +5.6% | +11.5% |
| 1Y | +8.8% | +10.6% | -1.9% | +9.3% |
| 3Y | +262.1% | +62.6% | +199.5% | +269.1% |
| All | +262.1% | +63.2% | +198.9% | +269.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling