+81.9%
GSK vs ACM
+124.8%
-42.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.8% |
| 7D | -3.6% | -3.7% | +0.1% | -2.9% |
| 30D | -5.9% | -12.7% | +6.7% | -3.7% |
| 3M | -4.3% | -9.8% | +5.5% | -2.6% |
| 6M | -10.8% | -31.4% | +20.6% | -4.7% |
| YTD | +1.8% | -32.1% | +33.9% | +8.5% |
| 1Y | +23.5% | -47.8% | +71.3% | +38.5% |
| 3Y | +49.5% | -22.1% | +71.6% | +52.6% |
| 5Y | +49.7% | +1.8% | +47.9% | +42.7% |
| 10Y | +81.9% | +132.5% | -50.6% | +40.3% |
| All | +81.9% | +124.8% | -42.8% | +40.3% |
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