+78.6%
GSK vs AEIS
+558.2%
-479.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -3.6% | +6.5% | -10.1% | -4.2% |
| 30D | -5.9% | -9.2% | +3.3% | -5.3% |
| 3M | -4.3% | -8.3% | +4.1% | -4.5% |
| 6M | -10.8% | -6.3% | -4.5% | -11.7% |
| YTD | +1.8% | +36.5% | -34.7% | -3.6% |
| 1Y | +23.5% | +84.8% | -61.3% | +12.5% |
| 3Y | +49.5% | +176.6% | -127.1% | +27.2% |
| 5Y | +49.7% | +237.1% | -187.4% | +21.1% |
| All | +78.6% | +558.2% | -479.7% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling