+282.2%
APH vs GSK
+43.2%
+238.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | -5.9% | +1.7% | -7.6% | -6.0% |
| 30D | -14.8% | +7.0% | -21.8% | -15.2% |
| 3M | -12.4% | -2.7% | -9.8% | -12.2% |
| 6M | +8.1% | +1.4% | +6.6% | +7.6% |
| YTD | +10.9% | +5.3% | +5.6% | +9.8% |
| 1Y | +8.8% | +10.6% | -1.9% | +7.0% |
| 3Y | +262.1% | +62.6% | +199.5% | +228.7% |
| All | +282.2% | +43.2% | +238.9% | +240.9% |
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