-22.2%
AMAT vs GSK
+0.3%
-22.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.1% |
| 7D | -14.7% | +1.7% | -16.4% | -13.6% |
| 30D | -36.1% | +7.0% | -43.1% | -32.6% |
| 3M | -36.9% | -2.7% | -34.2% | -36.6% |
| 6M | -22.2% | +1.4% | -23.6% | -18.9% |
| All | -22.2% | +0.3% | -22.5% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling