+81.0%
GSK vs ACWI
+226.7%
-145.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.8% | +0.5% | -2.3% | -2.1% |
| 30D | -2.2% | +0.9% | -3.0% | -2.6% |
| 3M | -1.8% | +2.4% | -4.2% | -3.3% |
| 6M | -10.6% | +12.4% | -23.0% | -16.5% |
| YTD | +4.4% | +15.2% | -10.7% | -3.8% |
| 1Y | +30.4% | +22.7% | +7.7% | +15.8% |
| 3Y | +60.1% | +75.8% | -15.7% | +14.4% |
| 5Y | +46.8% | +67.7% | -20.9% | +6.8% |
| All | +81.0% | +226.7% | -145.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling