+45.2%
AMZN vs GSK
+47.2%
-2.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.7% | -5.4% | +2.7% | -2.3% |
| 30D | -7.5% | -4.6% | -2.9% | -7.2% |
| 3M | +5.8% | -5.1% | +10.9% | +6.1% |
| 6M | +17.5% | -11.4% | +29.0% | +18.4% |
| YTD | +9.1% | +0.7% | +8.4% | +8.7% |
| 1Y | +9.4% | +23.0% | -13.7% | +6.8% |
| 3Y | +82.2% | +48.0% | +34.3% | +69.8% |
| 5Y | +45.2% | +48.2% | -3.0% | +32.2% |
| All | +45.2% | +47.2% | -2.0% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling