+272,232.7%
AMZN vs GSK
+334.8%
+271,897.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.8% | +1.1% | +1.7% | +2.4% |
| 30D | +5.0% | +6.3% | -1.4% | +2.3% |
| 3M | +0.6% | +1.8% | -1.2% | -0.5% |
| 6M | -1.3% | +1.7% | -2.9% | -2.8% |
| YTD | +15.5% | +6.5% | +9.0% | +10.6% |
| 1Y | +12.2% | +9.5% | +2.8% | +6.2% |
| 3Y | +87.0% | +65.3% | +21.7% | +42.2% |
| 5Y | +51.3% | +43.7% | +7.6% | +19.8% |
| 10Y | +621.7% | +104.1% | +517.6% | +368.0% |
| All | +272,232.7% | +334.8% | +271,897.9% | +100,971.9% |
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