+48.2%
GSK vs AMCR
-9.6%
+57.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -5.4% | -5.0% | -0.5% | -3.9% |
| 30D | -4.6% | -8.0% | +3.4% | -2.1% |
| 3M | -5.1% | +14.3% | -19.4% | -9.0% |
| 6M | -11.4% | +5.3% | -16.8% | -13.3% |
| YTD | +0.7% | +7.7% | -7.0% | -2.3% |
| 1Y | +23.0% | +10.8% | +12.2% | +18.1% |
| 3Y | +48.0% | +9.6% | +38.4% | +40.7% |
| 5Y | +48.2% | -10.2% | +58.4% | +47.4% |
| All | +48.2% | -9.6% | +57.8% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling