+503.8%
APP vs GSK
+69.0%
+434.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +10.6% | +0.5% | +10.1% | +10.5% |
| 30D | +44.6% | +9.4% | +35.1% | +44.4% |
| 3M | +29.6% | +1.6% | +28.0% | +29.6% |
| 6M | -19.8% | +1.3% | -21.1% | -19.8% |
| YTD | -41.6% | +6.0% | -47.6% | -42.3% |
| 1Y | -32.7% | +9.1% | -41.8% | -33.7% |
| 3Y | +799.0% | +65.4% | +733.6% | +690.2% |
| 5Y | +250.4% | +43.0% | +207.4% | +218.9% |
| All | +503.8% | +69.0% | +434.8% | +350.5% |
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