+62.6%
GSK vs ACM
-12.3%
+74.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.7% | +5.4% | -3.7% | +1.1% |
| 30D | +7.0% | +15.1% | -8.1% | +5.3% |
| 3M | -2.7% | -10.5% | +7.8% | -1.6% |
| 6M | +1.4% | -19.7% | +21.1% | +3.3% |
| YTD | +5.3% | -28.8% | +34.2% | +8.3% |
| 1Y | +10.6% | -47.9% | +58.5% | +17.7% |
| 3Y | +62.6% | -12.4% | +75.0% | +67.2% |
| All | +62.6% | -12.3% | +74.9% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling