+10.6%
GSK vs ACGL
+22.6%
-11.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +1.2% |
| 7D | +1.7% | +0.9% | +0.8% | +1.2% |
| 30D | +7.0% | +13.7% | -6.7% | +1.0% |
| 3M | -2.7% | +8.0% | -10.7% | -6.0% |
| 6M | +1.4% | +13.3% | -11.9% | -4.4% |
| YTD | +5.3% | +11.8% | -6.5% | 0.0% |
| 1Y | +10.6% | +22.2% | -11.6% | +2.6% |
| All | +10.6% | +22.6% | -11.9% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling