+285.2%
APH vs GSK
+44.4%
+240.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.8% |
| 7D | +4.9% | +1.1% | +3.7% | +4.8% |
| 30D | -5.4% | +6.3% | -11.7% | -5.8% |
| 3M | -5.5% | +1.8% | -7.3% | -5.5% |
| 6M | +25.9% | +1.7% | +24.3% | +25.5% |
| YTD | +16.4% | +6.5% | +9.8% | +15.1% |
| 1Y | +16.5% | +9.5% | +7.0% | +14.8% |
| 3Y | +270.9% | +65.3% | +205.5% | +236.0% |
| All | +285.2% | +44.4% | +240.8% | +243.9% |
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