+114.9%
GSK vs AMCR
+96.6%
+18.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.3% |
| 7D | -4.2% | -1.8% | -2.3% | -3.8% |
| 30D | -7.5% | -6.0% | -1.5% | -6.3% |
| 3M | -3.3% | +18.9% | -22.2% | -6.6% |
| 6M | -9.3% | +5.7% | -15.0% | -10.6% |
| YTD | +1.6% | +11.1% | -9.5% | -0.9% |
| 1Y | +25.5% | +12.7% | +12.8% | +21.9% |
| 3Y | +49.3% | +9.6% | +39.7% | +45.1% |
| 5Y | +46.7% | -10.3% | +57.0% | +46.8% |
| 10Y | +76.8% | +16.5% | +60.3% | +63.9% |
| All | +114.9% | +96.6% | +18.3% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling