+301.0%
AEM vs GSK
+47.3%
+253.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.0% | -3.6% | +6.6% | +3.9% |
| 30D | +12.5% | -5.9% | +18.4% | +14.2% |
| 3M | +26.9% | -4.3% | +31.2% | +28.1% |
| 6M | -9.4% | -10.8% | +1.3% | -7.0% |
| YTD | +20.3% | +1.8% | +18.5% | +19.5% |
| 1Y | +33.8% | +23.5% | +10.3% | +26.6% |
| 3Y | +349.8% | +49.5% | +300.3% | +291.0% |
| 5Y | +301.0% | +49.7% | +251.3% | +230.5% |
| All | +301.0% | +47.3% | +253.7% | +230.5% |
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