+30.4%
GSK vs AU
+100.5%
-70.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | -1.8% | -3.6% | +1.8% | -1.5% |
| 30D | -2.2% | +23.9% | -26.1% | -4.0% |
| 3M | -1.8% | +19.1% | -20.9% | -3.7% |
| 6M | -10.6% | -0.2% | -10.5% | -11.8% |
| YTD | +4.4% | +32.5% | -28.0% | +1.4% |
| 1Y | +30.4% | +96.9% | -66.5% | +18.6% |
| All | +30.4% | +100.5% | -70.1% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling