+850.7%
APP vs GSK
+65.0%
+785.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +10.6% | +0.5% | +10.1% | +10.6% |
| 30D | +44.6% | +9.4% | +35.1% | +47.6% |
| 3M | +29.6% | +1.6% | +28.0% | +30.0% |
| 6M | -19.8% | +1.3% | -21.1% | -19.2% |
| YTD | -41.6% | +6.0% | -47.6% | -40.5% |
| 1Y | -32.7% | +9.1% | -41.8% | -31.2% |
| All | +850.7% | +65.0% | +785.7% | +992.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling