+1,665.8%
AMAT vs GSK
+76.8%
+1,589.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +5.0% |
| 7D | +7.0% | -4.2% | +11.2% | +8.7% |
| 30D | -12.2% | -7.5% | -4.7% | -9.8% |
| 3M | -3.8% | -3.3% | -0.6% | -3.5% |
| 6M | +45.9% | -9.3% | +55.3% | +50.0% |
| YTD | +84.6% | +1.6% | +83.0% | +79.8% |
| 1Y | +193.4% | +25.5% | +167.9% | +159.2% |
| 3Y | +228.1% | +49.3% | +178.8% | +156.2% |
| 5Y | +268.9% | +46.7% | +222.3% | +179.7% |
| 10Y | +1,665.8% | +76.8% | +1,588.9% | +1,124.2% |
| All | +1,665.8% | +76.8% | +1,589.0% | +1,124.2% |
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