+1,370.8%
AMAT vs GSK
+102.9%
+1,267.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -2.5% | +5.2% | -7.7% | -4.1% |
| 30D | -26.5% | +10.2% | -36.7% | -29.3% |
| 3M | -28.6% | -0.9% | -27.7% | -28.9% |
| 6M | -14.2% | +3.5% | -17.7% | -16.9% |
| YTD | +45.5% | +7.2% | +38.2% | +38.1% |
| 1Y | +59.3% | +12.0% | +47.3% | +48.3% |
| 3Y | +153.1% | +67.3% | +85.8% | +86.8% |
| 5Y | +158.2% | +45.3% | +112.9% | +100.1% |
| 10Y | +1,370.8% | +101.8% | +1,269.0% | +877.0% |
| All | +1,370.8% | +102.9% | +1,267.9% | +877.0% |
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