-43.8%
ACHR vs GSK
+47.3%
-91.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.8% | -5.7% |
| 7D | -2.7% | -3.6% | +0.9% | -2.2% |
| 30D | -12.1% | -5.9% | -6.2% | -11.5% |
| 3M | +3.4% | -4.3% | +7.6% | +3.5% |
| 6M | -15.6% | -10.8% | -4.8% | -14.5% |
| YTD | -26.9% | +1.8% | -28.6% | -27.8% |
| 1Y | -34.8% | +23.5% | -58.2% | -38.1% |
| 3Y | -19.2% | +49.5% | -68.8% | -28.2% |
| 5Y | -43.8% | +49.7% | -93.4% | -53.9% |
| All | -43.8% | +47.3% | -91.1% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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