+391.7%
APP vs GSK
+66.5%
+325.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.2% | +2.2% |
| 7D | +0.9% | -1.8% | +2.7% | +0.9% |
| 30D | -23.3% | -2.2% | -21.1% | -23.3% |
| 3M | -42.6% | -1.8% | -40.8% | -42.6% |
| 6M | -33.6% | -10.6% | -23.0% | -33.5% |
| YTD | -52.4% | +4.4% | -56.9% | -53.0% |
| 1Y | -35.9% | +30.4% | -66.3% | -38.6% |
| 3Y | +642.2% | +60.1% | +582.1% | +556.1% |
| 5Y | +311.1% | +46.8% | +264.3% | +260.9% |
| All | +391.7% | +66.5% | +325.2% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling