+228.9%
ARM vs GSK
+63.2%
+165.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | -15.2% | +1.7% | -16.9% | -15.1% |
| 30D | -40.7% | +7.0% | -47.7% | -40.5% |
| 3M | -39.1% | -2.7% | -36.4% | -38.8% |
| 6M | -26.4% | +1.4% | -27.8% | -26.4% |
| YTD | +59.7% | +5.3% | +54.4% | +60.5% |
| 1Y | +10.3% | +10.6% | -0.3% | +10.7% |
| 3Y | +228.9% | +62.6% | +166.3% | +218.3% |
| All | +228.9% | +63.2% | +165.6% | +218.3% |
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