+1,705.8%
GSK vs AME
+18,709.1%
-17,003.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.3% |
| 7D | -1.8% | +0.6% | -2.5% | -2.0% |
| 30D | -2.2% | -6.7% | +4.5% | -0.7% |
| 3M | -1.8% | +4.1% | -5.9% | -3.0% |
| 6M | -10.6% | +1.6% | -12.2% | -11.2% |
| YTD | +4.4% | +16.1% | -11.7% | +0.5% |
| 1Y | +30.4% | +27.3% | +3.1% | +22.9% |
| 3Y | +60.1% | +50.9% | +9.2% | +43.5% |
| 5Y | +46.8% | +81.4% | -34.6% | +25.3% |
| 10Y | +79.2% | +417.0% | -337.7% | +18.9% |
| All | +1,705.8% | +18,709.1% | -17,003.2% | +504.9% |
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