+247.2%
AMAT vs GSK
+48.0%
+199.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.6% |
| 7D | -1.5% | -1.8% | +0.3% | -1.3% |
| 30D | -14.8% | -2.2% | -12.6% | -14.6% |
| 3M | -9.3% | -1.8% | -7.5% | -9.4% |
| 6M | +27.4% | -10.6% | +38.0% | +29.5% |
| YTD | +77.6% | +4.4% | +73.1% | +75.3% |
| 1Y | +188.9% | +30.4% | +158.5% | +172.7% |
| 3Y | +202.3% | +60.1% | +142.2% | +169.8% |
| All | +247.2% | +48.0% | +199.2% | +202.2% |
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 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