+294.9%
APH vs GSK
+42.5%
+252.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +0.4% | -1.1% | +1.5% | +0.4% |
| 30D | -8.0% | +7.8% | -15.8% | -8.5% |
| 3M | -5.0% | +0.3% | -5.3% | -5.0% |
| 6M | +29.9% | +3.4% | +26.5% | +29.1% |
| YTD | +18.0% | +5.9% | +12.1% | +16.8% |
| 1Y | +11.3% | +8.2% | +3.1% | +9.9% |
| 3Y | +274.9% | +65.3% | +209.7% | +239.3% |
| All | +294.9% | +42.5% | +252.4% | +255.1% |
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 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