+76.7%
GSK vs AEIS
+531.1%
-454.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.7% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -4.6% | -16.4% | +11.8% | -3.2% |
| 3M | -5.1% | -11.1% | +6.0% | -5.1% |
| 6M | -11.4% | -12.0% | +0.6% | -11.7% |
| YTD | +0.7% | +30.9% | -30.2% | -4.3% |
| 1Y | +23.0% | +74.3% | -51.3% | +12.7% |
| 3Y | +48.0% | +165.2% | -117.2% | +26.3% |
| 5Y | +48.2% | +220.0% | -171.8% | +20.5% |
| All | +76.7% | +531.1% | -454.4% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AEIS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling