+130.1%
GSK vs ACM
+230.8%
-100.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.8% |
| 7D | -1.8% | -3.7% | +1.9% | -1.0% |
| 30D | -2.2% | -11.1% | +8.9% | 0.0% |
| 3M | -1.8% | -8.0% | +6.2% | -0.4% |
| 6M | -10.6% | -29.7% | +19.0% | -4.4% |
| YTD | +4.4% | -29.4% | +33.8% | +11.1% |
| 1Y | +30.4% | -46.4% | +76.8% | +46.8% |
| 3Y | +60.1% | -22.3% | +82.4% | +64.4% |
| 5Y | +46.8% | +4.5% | +42.3% | +39.7% |
| 10Y | +79.2% | +127.6% | -48.4% | +36.4% |
| All | +130.1% | +230.8% | -100.7% | +48.2% |
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 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