+100.5%
GSK vs ACM
+147.1%
-46.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.8% | +1.4% |
| 7D | +4.9% | +6.9% | -2.0% | +3.6% |
| 30D | +10.8% | +19.1% | -8.2% | +7.2% |
| 3M | -1.8% | -6.9% | +5.1% | -0.8% |
| 6M | +4.1% | -12.0% | +16.1% | +6.0% |
| YTD | +7.9% | -25.1% | +33.0% | +12.7% |
| 1Y | +14.4% | -45.4% | +59.9% | +27.2% |
| 3Y | +68.1% | -6.9% | +75.0% | +65.5% |
| 5Y | +47.7% | +3.7% | +43.9% | +40.6% |
| 10Y | +100.5% | +135.8% | -35.3% | +58.2% |
| All | +100.5% | +147.1% | -46.6% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling