+76.7%
GSK vs AGI
+392.3%
-315.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -3.5% | -2.7% | -0.8% | -3.4% |
| 30D | -3.4% | +7.2% | -10.7% | -3.9% |
| 3M | -8.1% | +4.3% | -12.4% | -8.6% |
| 6M | -11.1% | -27.1% | +16.0% | -9.7% |
| YTD | +0.7% | -6.6% | +7.3% | +0.5% |
| 1Y | +20.1% | +9.5% | +10.6% | +18.3% |
| 3Y | +46.1% | +208.4% | -162.3% | +33.5% |
| 5Y | +48.2% | +401.6% | -353.4% | +30.4% |
| All | +76.7% | +392.3% | -315.6% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling