+61.3%
GSK vs ACI
+25.9%
+35.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | -2.2% | +5.9% | -8.1% | -2.6% |
| 3M | -1.8% | -19.8% | +18.0% | -0.5% |
| 6M | -10.6% | -24.7% | +14.1% | -9.1% |
| YTD | +4.4% | -24.4% | +28.8% | +6.1% |
| 1Y | +30.4% | -31.5% | +61.9% | +33.4% |
| 3Y | +60.1% | -38.7% | +98.8% | +64.9% |
| 5Y | +46.8% | -42.8% | +89.6% | +50.5% |
| All | +61.3% | +25.9% | +35.4% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling