+249.0%
AEM vs GSK
+43.1%
+205.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -6.8% | +0.2% | -7.1% | -6.9% |
| 30D | +0.8% | +5.4% | -4.6% | -0.5% |
| 3M | -0.8% | +0.9% | -1.7% | -1.1% |
| 6M | -8.5% | +0.7% | -9.3% | -9.0% |
| YTD | +5.9% | +5.6% | +0.3% | +4.2% |
| 1Y | +6.6% | +8.5% | -1.9% | +4.1% |
| 3Y | +302.2% | +63.8% | +238.4% | +238.4% |
| All | +249.0% | +43.1% | +205.8% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling