+44.1%
GSK vs APD
+11.0%
+33.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +1.7% | -3.7% | +5.3% | +2.4% |
| 30D | +7.0% | +9.6% | -2.6% | +5.3% |
| 3M | -2.7% | +1.6% | -4.3% | -3.0% |
| 6M | +1.4% | +2.2% | -0.8% | +0.9% |
| YTD | +5.3% | +25.9% | -20.5% | +0.5% |
| 1Y | +10.6% | +20.1% | -9.5% | +6.3% |
| 3Y | +62.6% | +12.4% | +50.2% | +57.3% |
| All | +44.1% | +11.0% | +33.1% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling