+15.4%
AUR vs GSK
+21.8%
-6.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.4% | -3.5% | +4.9% | +1.0% |
| 30D | -6.4% | -3.4% | -3.0% | -6.6% |
| 3M | +7.7% | -8.1% | +15.8% | +7.0% |
| 6M | +44.5% | -11.1% | +55.6% | +43.2% |
| YTD | +67.4% | +0.7% | +66.7% | +69.4% |
| 1Y | +15.4% | +20.1% | -4.7% | +25.8% |
| All | +15.4% | +21.8% | -6.4% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling