-35.0%
AUR vs GSK
+58.2%
-93.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +11.1% | -3.6% | +14.7% | +11.8% |
| 30D | -6.9% | -5.9% | -1.0% | -6.0% |
| 3M | +5.5% | -4.3% | +9.8% | +6.0% |
| 6M | +41.0% | -10.8% | +51.8% | +43.3% |
| YTD | +69.3% | +1.8% | +67.5% | +67.2% |
| 1Y | +14.0% | +23.5% | -9.4% | +7.5% |
| 3Y | +90.1% | +49.5% | +40.5% | +68.9% |
| 5Y | -34.4% | +49.7% | -84.1% | -41.7% |
| All | -35.0% | +58.2% | -93.2% | -42.0% |
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