+132.1%
GSK vs ACM
+233.3%
-101.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.7% | +5.4% | -3.7% | +0.5% |
| 30D | +7.0% | +15.1% | -8.1% | +3.9% |
| 3M | -2.7% | -10.5% | +7.8% | -0.7% |
| 6M | +1.4% | -19.7% | +21.1% | +5.4% |
| YTD | +5.3% | -28.8% | +34.2% | +11.7% |
| 1Y | +10.6% | -47.9% | +58.5% | +25.2% |
| 3Y | +62.6% | -12.4% | +75.0% | +62.5% |
| 5Y | +41.7% | +0.6% | +41.1% | +36.0% |
| 10Y | +104.7% | +161.3% | -56.5% | +51.0% |
| All | +132.1% | +233.3% | -101.2% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling