+459.6%
APLD vs GSK
+24.2%
+435.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | +9.0% | -3.6% | +12.5% | +9.9% |
| 30D | -6.6% | -5.9% | -0.7% | -5.3% |
| 3M | -35.2% | -4.3% | -31.0% | -35.0% |
| 6M | +0.4% | -10.8% | +11.2% | +3.2% |
| YTD | +10.7% | +1.8% | +8.9% | +7.7% |
| 1Y | +78.6% | +23.5% | +55.1% | +59.0% |
| 3Y | +423.9% | +49.5% | +374.4% | +251.8% |
| All | +459.6% | +24.2% | +435.4% | +598.9% |
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 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