+204.6%
GSK vs ACWI
+339.1%
-134.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | +10.2% | -3.3% | +13.5% | +12.2% |
| 3M | -0.9% | -3.4% | +2.5% | +1.0% |
| 6M | +3.5% | +0.8% | +2.7% | +2.5% |
| YTD | +7.2% | +10.7% | -3.5% | +0.4% |
| 1Y | +12.0% | +11.6% | +0.4% | +4.3% |
| 3Y | +67.3% | +73.4% | -6.1% | +18.4% |
| 5Y | +45.3% | +60.2% | -14.9% | +6.4% |
| 10Y | +101.8% | +221.6% | -119.8% | -5.9% |
| All | +204.6% | +339.1% | -134.5% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling