+178.2%
GSK vs AU
+783.5%
-605.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | -7.5% | +12.8% | -20.3% | -8.3% |
| 3M | -3.3% | +28.5% | -31.7% | -5.0% |
| 6M | -9.3% | +4.8% | -14.1% | -10.0% |
| YTD | +1.6% | +31.0% | -29.4% | -0.9% |
| 1Y | +25.5% | +81.4% | -55.9% | +19.7% |
| 3Y | +49.3% | +618.4% | -569.2% | +28.9% |
| 5Y | +46.7% | +686.3% | -639.6% | +24.6% |
| 10Y | +76.8% | +664.5% | -587.7% | +45.8% |
| All | +178.2% | +783.5% | -605.3% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling