+46.7%
GSK vs AME
+85.0%
-38.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -4.2% | +2.8% | -7.0% | -4.7% |
| 30D | -7.5% | -6.3% | -1.2% | -6.4% |
| 3M | -3.3% | +5.4% | -8.7% | -4.7% |
| 6M | -9.3% | +7.4% | -16.8% | -11.1% |
| YTD | +1.6% | +16.2% | -14.6% | -2.0% |
| 1Y | +25.5% | +26.8% | -1.3% | +18.8% |
| 3Y | +49.3% | +57.5% | -8.2% | +31.9% |
| 5Y | +46.7% | +84.8% | -38.2% | +18.3% |
| All | +46.7% | +85.0% | -38.4% | +18.3% |
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