+96,674.4%
AMAT vs GSK
+1,724.7%
+94,949.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.4% | -12.1% | -13.0% |
| 7D | -24.3% | +3.6% | -27.8% | -25.4% |
| 30D | -39.8% | +8.2% | -48.0% | -42.0% |
| 3M | -40.2% | -1.2% | -39.0% | -40.6% |
| 6M | -22.1% | +1.9% | -24.0% | -24.2% |
| YTD | +24.7% | +5.5% | +19.2% | +18.8% |
| 1Y | +33.3% | +11.8% | +21.5% | +23.9% |
| 3Y | +133.9% | +64.5% | +69.4% | +79.5% |
| 5Y | +117.1% | +41.9% | +75.2% | +73.6% |
| 10Y | +1,158.7% | +105.1% | +1,053.6% | +762.1% |
| All | +96,674.4% | +1,724.7% | +94,949.7% | +26,189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling