+1,731.5%
GSK vs AME
+18,892.6%
-17,161.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -1.1% | +1.1% | -2.2% | -1.4% |
| 30D | +7.8% | -4.1% | +11.9% | +8.6% |
| 3M | +0.3% | -6.3% | +6.7% | +1.3% |
| 6M | +3.4% | +3.5% | -0.1% | +1.9% |
| YTD | +5.9% | +17.3% | -11.4% | +1.4% |
| 1Y | +8.2% | +22.0% | -13.8% | +2.7% |
| 3Y | +65.3% | +62.0% | +3.3% | +45.4% |
| 5Y | +43.3% | +78.5% | -35.2% | +22.4% |
| 10Y | +102.9% | +441.6% | -338.7% | +32.8% |
| All | +1,731.5% | +18,892.6% | -17,161.1% | +509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling