-35.1%
AUR vs GSK
+47.2%
-82.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.4% | -3.5% | +4.9% | +2.0% |
| 30D | -6.4% | -3.4% | -3.0% | -5.9% |
| 3M | +7.7% | -8.1% | +15.8% | +9.1% |
| 6M | +44.5% | -11.1% | +55.6% | +47.0% |
| YTD | +67.4% | +0.7% | +66.7% | +65.6% |
| 1Y | +15.4% | +20.1% | -4.7% | +9.2% |
| 3Y | +94.8% | +46.1% | +48.7% | +73.0% |
| All | -35.1% | +47.2% | -82.3% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling