+147.1%
AMAT vs GSK
+44.4%
+102.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.8% |
| 7D | +11.4% | +1.1% | +10.2% | +11.2% |
| 30D | -17.0% | +6.3% | -23.4% | -17.7% |
| 3M | -30.6% | +1.8% | -32.4% | -30.9% |
| 6M | -14.9% | +1.7% | -16.6% | -15.6% |
| YTD | +44.7% | +6.5% | +38.1% | +42.3% |
| 1Y | +66.9% | +9.5% | +57.4% | +63.3% |
| 3Y | +153.3% | +65.3% | +88.0% | +124.9% |
| All | +147.1% | +44.4% | +102.7% | +111.4% |
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 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