+49.3%
GSK vs AEIS
+173.5%
-124.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -2.7% |
| 7D | -4.2% | +8.1% | -12.3% | -4.3% |
| 30D | -7.5% | -11.1% | +3.6% | -7.4% |
| 3M | -3.3% | -5.6% | +2.4% | -3.7% |
| 6M | -9.3% | -0.6% | -8.7% | -9.9% |
| YTD | +1.6% | +38.0% | -36.4% | -0.3% |
| 1Y | +25.5% | +87.2% | -61.7% | +21.5% |
| 3Y | +49.3% | +179.7% | -130.4% | +42.3% |
| All | +49.3% | +173.5% | -124.3% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling