+296.4%
ARM vs GSK
+51.1%
+245.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.0% |
| 7D | +5.5% | -1.8% | +7.3% | +5.5% |
| 30D | -8.2% | -2.2% | -6.0% | -8.1% |
| 3M | -35.9% | -1.8% | -34.1% | -36.0% |
| 6M | +103.1% | -10.6% | +113.7% | +104.5% |
| YTD | +130.6% | +4.4% | +126.2% | +130.7% |
| 1Y | +86.1% | +30.4% | +55.7% | +83.6% |
| All | +296.4% | +51.1% | +245.3% | +280.4% |
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