+64.2%
GSK vs ACI
-33.9%
+98.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.3% |
| 7D | +1.7% | -2.2% | +3.9% | +1.9% |
| 30D | +7.0% | +10.3% | -3.3% | +6.0% |
| 3M | -2.7% | +7.2% | -9.8% | -3.4% |
| 6M | +1.4% | -18.0% | +19.4% | +3.0% |
| YTD | +5.3% | -22.0% | +27.3% | +7.2% |
| 1Y | +10.6% | -23.4% | +34.0% | +12.9% |
| All | +64.2% | -33.9% | +98.1% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling