+251.1%
ARM vs GSK
+66.9%
+184.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | -10.4% | +5.2% | -15.6% | -10.1% |
| 30D | -31.8% | +10.2% | -42.0% | -31.6% |
| 3M | -32.2% | -0.9% | -31.3% | -31.9% |
| 6M | -14.9% | +3.5% | -18.4% | -14.9% |
| YTD | +66.0% | +7.2% | +58.8% | +67.1% |
| 1Y | +17.2% | +12.0% | +5.2% | +17.8% |
| All | +251.1% | +66.9% | +184.2% | +278.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling