+9,703.6%
AMD vs GSK
+1,724.7%
+7,979.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.4% | -15.8% | -16.7% |
| 7D | -28.6% | +3.6% | -32.2% | -29.6% |
| 30D | -37.7% | +8.2% | -45.9% | -39.9% |
| 3M | -16.1% | -1.2% | -15.0% | -16.5% |
| 6M | +13.8% | +1.9% | +11.9% | +10.9% |
| YTD | +88.8% | +5.5% | +83.3% | +78.7% |
| 1Y | +57.8% | +11.8% | +46.0% | +45.5% |
| 3Y | +260.3% | +64.5% | +195.8% | +171.8% |
| 5Y | +196.6% | +41.9% | +154.7% | +133.1% |
| 10Y | +6,064.6% | +105.1% | +5,959.6% | +3,977.2% |
| All | +9,703.6% | +1,724.7% | +7,979.0% | +2,880.6% |
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