+48.2%
GSK vs AU
+686.2%
-638.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -3.5% | -4.3% | +0.7% | -3.2% |
| 30D | -3.4% | +7.3% | -10.8% | -4.1% |
| 3M | -8.1% | +26.3% | -34.4% | -10.0% |
| 6M | -11.1% | +1.8% | -12.9% | -11.8% |
| YTD | +0.7% | +26.8% | -26.1% | -1.9% |
| 1Y | +20.1% | +66.7% | -46.5% | +14.3% |
| 3Y | +46.1% | +579.1% | -532.9% | +21.4% |
| All | +48.2% | +686.2% | -638.0% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling