+153.1%
AMAT vs GSK
+67.2%
+85.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -2.5% | +5.2% | -7.7% | -2.5% |
| 30D | -26.5% | +10.2% | -36.7% | -26.9% |
| 3M | -28.6% | -0.9% | -27.7% | -28.4% |
| 6M | -14.2% | +3.5% | -17.7% | -14.8% |
| YTD | +45.5% | +7.2% | +38.2% | +44.2% |
| 1Y | +59.3% | +12.0% | +47.3% | +56.7% |
| 3Y | +153.1% | +67.3% | +85.8% | +151.4% |
| All | +153.1% | +67.2% | +85.9% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling