+1,697.2%
ACN vs GSK
+181.9%
+1,515.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.5% |
| 7D | -1.5% | -1.8% | +0.3% | -0.8% |
| 30D | +9.4% | -2.2% | +11.5% | +10.3% |
| 3M | +5.6% | -1.8% | +7.5% | +6.6% |
| 6M | -9.3% | -10.6% | +1.4% | -5.4% |
| YTD | -29.0% | +4.4% | -33.4% | -30.9% |
| 1Y | -24.7% | +30.4% | -55.1% | -33.6% |
| 3Y | -39.8% | +60.1% | -99.9% | -52.7% |
| 5Y | -40.9% | +46.8% | -87.7% | -52.5% |
| 10Y | +91.1% | +79.2% | +11.9% | +38.3% |
| All | +1,697.2% | +181.9% | +1,515.3% | +785.5% |
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