+44.1%
GSK vs ACM
-2.7%
+46.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.7% | +5.4% | -3.7% | +0.8% |
| 30D | +7.0% | +15.1% | -8.1% | +4.5% |
| 3M | -2.7% | -10.5% | +7.8% | -1.0% |
| 6M | +1.4% | -19.7% | +21.1% | +4.8% |
| YTD | +5.3% | -28.8% | +34.2% | +10.7% |
| 1Y | +10.6% | -47.9% | +58.5% | +23.5% |
| 3Y | +62.6% | -12.4% | +75.0% | +58.8% |
| All | +44.1% | -2.7% | +46.8% | +33.1% |
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