+587.8%
GSK vs AEIS
+2,566.8%
-1,979.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.1% |
| 7D | -1.8% | +3.0% | -4.8% | -2.1% |
| 30D | -2.2% | -14.6% | +12.5% | -1.1% |
| 3M | -1.8% | -12.4% | +10.6% | -1.6% |
| 6M | -10.6% | -15.0% | +4.4% | -10.5% |
| YTD | +4.4% | +34.3% | -29.9% | +0.5% |
| 1Y | +30.4% | +87.4% | -57.0% | +21.8% |
| 3Y | +60.1% | +139.8% | -79.7% | +44.3% |
| 5Y | +46.8% | +220.7% | -173.9% | +27.7% |
| 10Y | +79.2% | +531.6% | -452.4% | +42.4% |
| All | +587.8% | +2,566.8% | -1,979.0% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling