+103.6%
GSK vs ACWI
+219.0%
-115.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | -2.4% | +4.0% | +3.0% |
| 30D | +7.0% | -5.2% | +12.2% | +10.0% |
| 3M | -2.7% | -4.8% | +2.2% | -0.2% |
| 6M | +1.4% | -1.3% | +2.7% | +1.7% |
| YTD | +5.3% | +8.4% | -3.0% | +0.1% |
| 1Y | +10.6% | +11.0% | -0.4% | +3.8% |
| 3Y | +62.6% | +70.6% | -8.0% | +18.0% |
| 5Y | +41.7% | +55.3% | -13.6% | +7.7% |
| All | +103.6% | +219.0% | -115.4% | -8.9% |
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