+355.1%
AEM vs GSK
+80.1%
+275.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -2.1% | -3.5% | +1.4% | -1.1% |
| 30D | +8.4% | -3.4% | +11.9% | +9.6% |
| 3M | +27.3% | -8.1% | +35.4% | +30.1% |
| 6M | -9.7% | -11.1% | +1.5% | -6.7% |
| YTD | +19.0% | +0.7% | +18.2% | +18.2% |
| 1Y | +31.5% | +20.1% | +11.3% | +24.0% |
| 3Y | +338.7% | +46.1% | +292.6% | +280.7% |
| 5Y | +307.4% | +48.2% | +259.2% | +245.2% |
| All | +355.1% | +80.1% | +275.0% | +250.3% |
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