+94.8%
AUR vs GSK
+47.2%
+47.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.4% | -3.5% | +4.9% | +1.8% |
| 30D | -6.4% | -3.4% | -3.0% | -6.0% |
| 3M | +7.7% | -8.1% | +15.8% | +8.7% |
| 6M | +44.5% | -11.1% | +55.6% | +46.4% |
| YTD | +67.4% | +0.7% | +66.7% | +65.8% |
| 1Y | +15.4% | +20.1% | -4.7% | +9.9% |
| 3Y | +94.8% | +46.1% | +48.7% | +76.5% |
| All | +94.8% | +47.2% | +47.7% | +76.5% |
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 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