+137,736.4%
AMAT vs GSK
+1,705.8%
+136,030.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.1% |
| 7D | -1.5% | -1.8% | +0.3% | -0.8% |
| 30D | -14.8% | -2.2% | -12.6% | -14.2% |
| 3M | -9.3% | -1.8% | -7.5% | -9.4% |
| 6M | +27.4% | -10.6% | +38.0% | +31.9% |
| YTD | +77.6% | +4.4% | +73.1% | +71.5% |
| 1Y | +188.9% | +30.4% | +158.5% | +153.6% |
| 3Y | +202.3% | +60.1% | +142.2% | +136.0% |
| 5Y | +248.9% | +46.8% | +202.1% | +176.9% |
| 10Y | +1,585.2% | +79.2% | +1,506.0% | +1,130.0% |
| All | +137,736.4% | +1,705.8% | +136,030.6% | +37,832.5% |
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 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