+86.8%
ACN vs GSK
+80.0%
+6.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -7.9% | -5.4% | -2.5% | -6.0% |
| 30D | -1.1% | -4.6% | +3.5% | +0.7% |
| 3M | +5.6% | -5.1% | +10.7% | +7.8% |
| 6M | -9.9% | -11.4% | +1.5% | -6.2% |
| YTD | -32.3% | +0.7% | -33.0% | -33.2% |
| 1Y | -25.3% | +23.0% | -48.3% | -32.1% |
| 3Y | -42.3% | +48.0% | -90.2% | -52.6% |
| 5Y | -43.5% | +48.2% | -91.7% | -54.7% |
| All | +86.8% | +80.0% | +6.8% | +37.0% |
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