+41.0%
AUR vs GSK
-8.9%
+49.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.1% |
| 7D | +11.1% | -3.6% | +14.7% | +10.4% |
| 30D | -6.9% | -5.9% | -1.0% | -7.6% |
| 3M | +5.5% | -4.3% | +9.8% | +5.3% |
| 6M | +41.0% | -10.8% | +51.8% | +37.7% |
| All | +41.0% | -8.9% | +49.9% | +37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling