+45.3%
GSK vs AME
+76.9%
-31.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.2% | -4.1% | +9.3% | +5.8% |
| 30D | +10.2% | -4.1% | +14.3% | +10.7% |
| 3M | -0.9% | -5.6% | +4.7% | -0.2% |
| 6M | +3.5% | +2.8% | +0.6% | +2.1% |
| YTD | +7.2% | +16.6% | -9.4% | +2.9% |
| 1Y | +12.0% | +21.1% | -9.1% | +6.7% |
| 3Y | +67.3% | +61.1% | +6.2% | +46.5% |
| 5Y | +45.3% | +76.6% | -31.3% | +17.2% |
| All | +45.3% | +76.9% | -31.6% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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