+11,477.5%
AMD vs GSK
+1,705.8%
+9,771.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +5.5% |
| 7D | +2.6% | -1.8% | +4.4% | +3.3% |
| 30D | -0.9% | -2.2% | +1.2% | -0.3% |
| 3M | -8.7% | -1.8% | -6.9% | -9.0% |
| 6M | +136.3% | -10.6% | +146.9% | +143.7% |
| YTD | +123.0% | +4.4% | +118.6% | +113.2% |
| 1Y | +195.2% | +30.4% | +164.8% | +154.8% |
| 3Y | +336.3% | +60.1% | +276.3% | +233.7% |
| 5Y | +334.5% | +46.8% | +287.7% | +237.7% |
| 10Y | +6,259.1% | +79.2% | +6,179.9% | +4,384.9% |
| All | +11,477.5% | +1,705.8% | +9,771.6% | +3,456.3% |
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