+3,594.0%
AEM vs GSK
+1,705.8%
+1,888.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.9% |
| 7D | -0.5% | -1.8% | +1.3% | -0.3% |
| 30D | +24.0% | -2.2% | +26.2% | +24.4% |
| 3M | +16.1% | -1.8% | +17.9% | +16.3% |
| 6M | -11.6% | -10.6% | -1.0% | -10.5% |
| YTD | +21.5% | +4.4% | +17.1% | +20.8% |
| 1Y | +39.2% | +30.4% | +8.8% | +34.7% |
| 3Y | +347.4% | +60.1% | +287.4% | +320.5% |
| 5Y | +290.1% | +46.8% | +243.4% | +269.1% |
| 10Y | +357.8% | +79.2% | +278.6% | +323.0% |
| All | +3,594.0% | +1,705.8% | +1,888.1% | +3,862.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling