+38.4%
GSK vs AMRZ
-17.7%
+56.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.1% |
| 7D | -1.1% | -5.5% | +4.4% | -0.2% |
| 30D | +7.8% | +15.6% | -7.8% | +5.4% |
| 3M | +0.3% | -12.1% | +12.4% | +2.2% |
| 6M | +3.4% | -19.4% | +22.9% | +6.3% |
| YTD | +5.9% | -21.9% | +27.8% | +8.8% |
| 1Y | +8.2% | -15.0% | +23.2% | +9.2% |
| All | +38.4% | -17.7% | +56.2% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling