+722.4%
GSK vs ACGL
+4,853.1%
-4,130.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.4% |
| 7D | +1.7% | +0.9% | +0.8% | +1.5% |
| 30D | +7.0% | +13.7% | -6.7% | +4.3% |
| 3M | -2.7% | +8.0% | -10.7% | -4.2% |
| 6M | +1.4% | +13.3% | -11.9% | -1.2% |
| YTD | +5.3% | +11.8% | -6.5% | +2.9% |
| 1Y | +10.6% | +22.2% | -11.6% | +6.2% |
| 3Y | +62.6% | +32.5% | +30.1% | +52.6% |
| 5Y | +41.7% | +160.2% | -118.5% | +15.6% |
| 10Y | +104.7% | +338.5% | -233.8% | +48.3% |
| All | +722.4% | +4,853.1% | -4,130.7% | +340.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling