+101.8%
GSK vs APD
+187.0%
-85.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | +10.2% | +11.0% | -0.8% | +7.2% |
| 3M | -0.9% | +1.3% | -2.2% | -1.3% |
| 6M | +3.5% | +6.4% | -2.9% | +1.5% |
| YTD | +7.2% | +28.9% | -21.7% | -0.4% |
| 1Y | +12.0% | +23.2% | -11.2% | +5.1% |
| 3Y | +67.3% | +26.3% | +41.0% | +52.9% |
| 5Y | +45.3% | +12.0% | +33.2% | +35.0% |
| 10Y | +101.8% | +183.2% | -81.4% | +42.2% |
| All | +101.8% | +187.0% | -85.2% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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