+46.7%
GSK vs ACM
+4.8%
+41.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -7.5% | -12.9% | +5.4% | -5.5% |
| 3M | -3.3% | -6.4% | +3.1% | -2.4% |
| 6M | -9.3% | -29.2% | +19.9% | -4.3% |
| YTD | +1.6% | -29.9% | +31.5% | +7.0% |
| 1Y | +25.5% | -47.3% | +72.8% | +39.2% |
| 3Y | +49.3% | -19.6% | +68.9% | +49.4% |
| 5Y | +46.7% | +5.5% | +41.1% | +36.1% |
| All | +46.7% | +4.8% | +41.9% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling