+715.2%
GSK vs ACGL
+4,429.2%
-3,714.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -2.2% | -1.0% | -1.2% | -2.0% |
| 3M | -1.8% | +11.0% | -12.9% | -3.9% |
| 6M | -10.6% | -0.3% | -10.3% | -10.6% |
| YTD | +4.4% | +2.3% | +2.2% | +3.9% |
| 1Y | +30.4% | +6.4% | +24.0% | +28.6% |
| 3Y | +60.1% | +34.0% | +26.1% | +49.8% |
| 5Y | +46.8% | +161.6% | -114.9% | +19.7% |
| 10Y | +79.2% | +278.6% | -199.4% | +33.4% |
| All | +715.2% | +4,429.2% | -3,714.0% | +345.1% |
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