+91.7%
GSK vs AR
-33.4%
+125.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | +1.7% | -14.3% | +15.9% | +2.2% |
| 30D | +7.0% | +1.4% | +5.6% | +6.9% |
| 3M | -2.7% | +3.4% | -6.0% | -2.9% |
| 6M | +1.4% | -2.1% | +3.5% | +1.3% |
| YTD | +5.3% | +4.7% | +0.6% | +4.8% |
| 1Y | +10.6% | +10.6% | +0.1% | +9.8% |
| 3Y | +62.6% | +24.6% | +38.0% | +59.4% |
| 5Y | +41.7% | +71.9% | -30.2% | +35.3% |
| 10Y | +104.7% | +46.4% | +58.4% | +96.2% |
| All | +91.7% | -33.4% | +125.1% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling