-22.1%
AMAT vs GSK
+1.7%
-23.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.4% | -12.1% | -14.6% |
| 7D | -24.3% | +3.6% | -27.8% | -22.1% |
| 30D | -39.8% | +8.2% | -48.0% | -36.1% |
| 3M | -40.2% | -1.2% | -39.0% | -39.3% |
| 6M | -22.1% | +1.9% | -24.0% | -18.5% |
| All | -22.1% | +1.7% | -23.9% | -18.5% |
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