+76.8%
GSK vs AR
+45.1%
+31.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | -4.2% | -1.8% | -2.4% | -4.1% |
| 30D | -7.5% | +12.6% | -20.1% | -7.9% |
| 3M | -3.3% | +10.0% | -13.3% | -3.6% |
| 6M | -9.3% | +0.6% | -10.0% | -9.4% |
| YTD | +1.6% | +13.4% | -11.8% | +1.0% |
| 1Y | +25.5% | +21.7% | +3.8% | +24.4% |
| 3Y | +49.3% | +45.8% | +3.4% | +46.0% |
| 5Y | +46.7% | +144.3% | -97.6% | +39.5% |
| 10Y | +76.8% | +41.8% | +35.0% | +75.9% |
| All | +76.8% | +45.1% | +31.7% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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