+151.4%
ACN vs GSK
+102.0%
+49.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.4% |
| 7D | -4.0% | -1.1% | -2.9% | -3.7% |
| 30D | +19.0% | +7.8% | +11.2% | +15.7% |
| 3M | +42.2% | +0.3% | +41.9% | +41.8% |
| 6M | +50.1% | +3.4% | +46.7% | +48.2% |
| YTD | -2.7% | +5.9% | -8.6% | -5.9% |
| 1Y | +7.6% | +8.2% | -0.6% | +3.2% |
| 3Y | -15.9% | +65.3% | -81.1% | -34.3% |
| 5Y | -24.4% | +43.3% | -67.7% | -38.0% |
| 10Y | +151.4% | +102.9% | +48.5% | +76.7% |
| All | +151.4% | +102.0% | +49.4% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling