+1,721.8%
GSK vs APD
+6,189.3%
-4,467.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | +1.7% | -3.7% | +5.3% | +2.8% |
| 30D | +7.0% | +9.6% | -2.6% | +4.3% |
| 3M | -2.7% | +1.6% | -4.3% | -3.2% |
| 6M | +1.4% | +2.2% | -0.8% | +0.4% |
| YTD | +5.3% | +25.9% | -20.5% | -2.0% |
| 1Y | +10.6% | +20.1% | -9.5% | +4.1% |
| 3Y | +62.6% | +12.4% | +50.2% | +52.3% |
| 5Y | +41.7% | +11.1% | +30.6% | +31.2% |
| 10Y | +104.7% | +190.1% | -85.4% | +38.5% |
| All | +1,721.8% | +6,189.3% | -4,467.5% | +310.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling