+51.0%
AMZN vs GSK
+42.5%
+8.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | +0.1% | -1.1% | +1.1% | +0.1% |
| 30D | +2.6% | +7.8% | -5.3% | +2.0% |
| 3M | -2.2% | +0.3% | -2.5% | -2.3% |
| 6M | -1.0% | +3.4% | -4.5% | -1.4% |
| YTD | +15.3% | +5.9% | +9.4% | +14.4% |
| 1Y | +6.9% | +8.2% | -1.4% | +5.8% |
| 3Y | +85.4% | +65.3% | +20.1% | +69.7% |
| All | +51.0% | +42.5% | +8.5% | +40.5% |
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