+263,909.3%
AMZN vs GSK
+326.1%
+263,583.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.6% |
| 7D | -3.0% | -1.8% | -1.1% | -2.3% |
| 30D | -5.2% | -2.2% | -3.0% | -4.4% |
| 3M | +1.9% | -1.8% | +3.7% | +2.1% |
| 6M | +19.2% | -10.6% | +29.8% | +23.7% |
| YTD | +12.0% | +4.4% | +7.6% | +8.5% |
| 1Y | +9.7% | +30.4% | -20.7% | -3.8% |
| 3Y | +87.2% | +60.1% | +27.1% | +44.3% |
| 5Y | +48.7% | +46.8% | +1.9% | +16.6% |
| 10Y | +569.3% | +79.2% | +490.1% | +362.2% |
| All | +263,909.3% | +326.1% | +263,583.2% | +98,981.2% |
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 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