+86.1%
ARM vs GSK
+31.2%
+54.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +3.8% |
| 7D | +5.5% | -1.8% | +7.3% | +5.4% |
| 30D | -8.2% | -2.2% | -6.0% | -8.2% |
| 3M | -35.9% | -1.8% | -34.1% | -36.1% |
| 6M | +103.1% | -10.6% | +113.7% | +105.9% |
| YTD | +130.6% | +4.4% | +126.2% | +132.2% |
| 1Y | +86.1% | +30.4% | +55.7% | +78.8% |
| All | +86.1% | +31.2% | +54.8% | +78.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling