+219.8%
ARM vs GSK
+53.3%
+166.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.2% | +13.3% | +12.0% |
| 7D | +6.0% | -1.1% | +7.1% | +6.0% |
| 30D | -20.3% | +7.8% | -28.2% | -20.2% |
| 3M | -24.4% | +0.3% | -24.7% | -24.2% |
| 6M | -4.4% | +3.4% | -7.8% | -4.6% |
| YTD | +86.0% | +5.9% | +80.1% | +86.7% |
| 1Y | +35.8% | +8.2% | +27.6% | +36.1% |
| 3Y | +289.1% | +65.3% | +223.8% | +258.5% |
| All | +219.8% | +53.3% | +166.5% | +207.8% |
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 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