+378.5%
APP vs GSK
+62.0%
+316.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.7% |
| 7D | +0.1% | -4.2% | +4.3% | +0.1% |
| 30D | -10.0% | -7.5% | -2.5% | -10.1% |
| 3M | -44.6% | -3.3% | -41.4% | -44.6% |
| 6M | -37.9% | -9.3% | -28.5% | -37.8% |
| YTD | -53.7% | +1.6% | -55.3% | -54.2% |
| 1Y | -43.0% | +25.5% | -68.5% | -45.3% |
| 3Y | +640.8% | +49.3% | +591.5% | +566.0% |
| 5Y | +358.8% | +46.7% | +312.2% | +286.7% |
| All | +378.5% | +62.0% | +316.6% | +257.2% |
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