+115.4%
AMD vs GSK
+9.8%
+105.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.5% | -9.3% | -8.5% |
| 7D | +18.9% | +1.1% | +17.8% | +19.5% |
| 30D | -6.4% | +6.3% | -12.8% | -3.2% |
| 3M | +10.6% | +1.8% | +8.8% | +12.8% |
| 6M | +19.9% | +1.7% | +18.2% | +22.5% |
| YTD | +149.4% | +6.5% | +142.8% | +164.6% |
| 1Y | +115.4% | +9.5% | +105.9% | +127.9% |
| All | +115.4% | +9.8% | +105.6% | +127.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling