+76.8%
GSK vs APD
+161.1%
-84.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | -4.2% | -2.5% | -1.7% | -3.5% |
| 30D | -7.5% | -1.9% | -5.6% | -7.1% |
| 3M | -3.3% | +8.2% | -11.5% | -5.6% |
| 6M | -9.3% | +10.7% | -20.1% | -12.1% |
| YTD | +1.6% | +22.9% | -21.3% | -4.4% |
| 1Y | +25.5% | +5.8% | +19.7% | +22.6% |
| 3Y | +49.3% | +7.8% | +41.5% | +42.4% |
| 5Y | +46.7% | +26.1% | +20.6% | +30.3% |
| 10Y | +76.8% | +163.7% | -86.9% | +26.5% |
| All | +76.8% | +161.1% | -84.3% | +26.5% |
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