+11.9%
ACN vs GSK
+14.9%
-3.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.0% | -1.2% | +2.5% |
| 7D | +8.6% | +4.9% | +3.6% | +7.2% |
| 30D | +36.6% | +9.9% | +26.7% | +33.4% |
| 3M | +56.3% | +0.2% | +56.1% | +56.0% |
| 6M | +49.7% | +2.3% | +47.3% | +49.9% |
| YTD | +1.3% | +7.1% | -5.7% | -3.2% |
| 1Y | +11.9% | +13.1% | -1.2% | +5.7% |
| All | +11.9% | +14.9% | -3.0% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling