+2,325.1%
ACN vs GSK
+186.2%
+2,139.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -5.7% | +0.5% | -6.2% | -5.9% |
| 30D | +17.0% | +9.4% | +7.6% | +12.8% |
| 3M | +39.9% | +1.6% | +38.3% | +38.7% |
| 6M | +50.2% | +1.3% | +48.9% | +49.1% |
| YTD | -4.2% | +6.0% | -10.2% | -7.5% |
| 1Y | +4.3% | +9.1% | -4.8% | -0.6% |
| 3Y | -17.1% | +65.4% | -82.5% | -35.7% |
| 5Y | -26.5% | +43.0% | -69.5% | -40.2% |
| 10Y | +147.7% | +103.1% | +44.6% | +69.8% |
| All | +2,325.1% | +186.2% | +2,139.0% | +1,085.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling