+3,912.3%
AEHR vs GSK
+80.1%
+3,832.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +9.8% | -3.5% | +13.3% | +10.6% |
| 30D | -26.7% | -3.4% | -23.3% | -26.4% |
| 3M | -8.1% | -8.1% | 0.0% | -7.2% |
| 6M | +123.1% | -11.1% | +134.2% | +128.0% |
| YTD | +369.0% | +0.7% | +368.3% | +361.3% |
| 1Y | +256.4% | +20.1% | +236.2% | +234.1% |
| 3Y | +96.4% | +46.1% | +50.3% | +71.3% |
| 5Y | +836.6% | +48.2% | +788.4% | +691.2% |
| All | +3,912.3% | +80.1% | +3,832.2% | +2,962.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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