-44.0%
ACN vs GSK
+47.3%
-91.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -6.3% | -3.6% | -2.7% | -5.4% |
| 30D | -1.4% | -5.9% | +4.6% | +0.1% |
| 3M | +2.6% | -4.3% | +6.8% | +3.9% |
| 6M | -14.3% | -10.8% | -3.5% | -12.0% |
| YTD | -33.1% | +1.8% | -34.9% | -33.8% |
| 1Y | -28.8% | +23.5% | -52.3% | -33.2% |
| 3Y | -43.0% | +49.5% | -92.5% | -50.0% |
| 5Y | -44.0% | +49.7% | -93.7% | -52.0% |
| All | -44.0% | +47.3% | -91.3% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling