-20.2%
ARM vs GSK
+1.7%
-21.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.4% | -11.6% | -14.2% |
| 7D | -27.1% | +3.6% | -30.7% | -24.8% |
| 30D | -44.9% | +8.2% | -53.1% | -41.1% |
| 3M | -39.3% | -1.2% | -38.1% | -38.0% |
| 6M | -20.2% | +1.9% | -22.1% | -14.0% |
| All | -20.2% | +1.7% | -21.9% | -14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling