+76.8%
GSK vs ACGL
+263.8%
-187.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.0% |
| 7D | -4.2% | -2.9% | -1.2% | -3.4% |
| 30D | -7.5% | -2.8% | -4.7% | -6.8% |
| 3M | -3.3% | +6.8% | -10.1% | -5.1% |
| 6M | -9.3% | -1.5% | -7.8% | -9.0% |
| YTD | +1.6% | -0.2% | +1.8% | +1.5% |
| 1Y | +25.5% | +5.3% | +20.2% | +23.4% |
| 3Y | +49.3% | +30.3% | +19.0% | +36.8% |
| 5Y | +46.7% | +151.8% | -105.2% | +9.5% |
| 10Y | +76.8% | +266.9% | -190.0% | +20.5% |
| All | +76.8% | +263.8% | -187.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACGL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling