+1,705.8%
GSK vs APD
+6,115.6%
-4,409.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.6% |
| 7D | -1.8% | -2.2% | +0.4% | -1.2% |
| 30D | -2.2% | +2.1% | -4.3% | -2.8% |
| 3M | -1.8% | +7.2% | -9.0% | -4.0% |
| 6M | -10.6% | +11.2% | -21.9% | -13.7% |
| YTD | +4.4% | +24.4% | -20.0% | -2.5% |
| 1Y | +30.4% | +6.7% | +23.7% | +26.8% |
| 3Y | +60.1% | +9.2% | +50.8% | +51.2% |
| 5Y | +46.8% | +27.4% | +19.4% | +30.5% |
| 10Y | +79.2% | +164.8% | -85.6% | +24.5% |
| All | +1,705.8% | +6,115.6% | -4,409.8% | +308.8% |
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