+33.1%
GSK vs AMRZ
-19.2%
+52.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | -3.6% | -4.7% | +1.1% | -2.9% |
| 30D | -5.9% | -11.3% | +5.4% | -4.2% |
| 3M | -4.3% | -22.1% | +17.8% | -1.0% |
| 6M | -10.8% | -29.6% | +18.8% | -6.2% |
| YTD | +1.8% | -23.3% | +25.1% | +5.0% |
| 1Y | +23.5% | -23.7% | +47.2% | +27.1% |
| All | +33.1% | -19.2% | +52.3% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling