+6,882.0%
AMD vs GSK
+81.4%
+6,800.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +5.2% |
| 7D | +2.6% | -1.8% | +4.4% | +3.0% |
| 30D | -0.9% | -2.2% | +1.2% | -0.5% |
| 3M | -8.7% | -1.8% | -6.9% | -9.0% |
| 6M | +136.3% | -10.6% | +146.9% | +141.7% |
| YTD | +123.0% | +4.4% | +118.6% | +115.1% |
| 1Y | +195.2% | +30.4% | +164.8% | +160.6% |
| 3Y | +336.3% | +60.1% | +276.3% | +240.9% |
| 5Y | +334.5% | +46.8% | +287.7% | +244.5% |
| All | +6,882.0% | +81.4% | +6,800.6% | +5,129.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling