+76.7%
GSK vs IAG
+427.6%
-350.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -3.5% | -1.1% | -2.5% | -3.5% |
| 30D | -3.4% | +12.1% | -15.6% | -4.1% |
| 3M | -8.1% | +25.5% | -33.7% | -9.4% |
| 6M | -11.1% | -7.1% | -4.0% | -11.2% |
| YTD | +0.7% | +22.9% | -22.1% | -1.2% |
| 1Y | +20.1% | +83.3% | -63.2% | +15.1% |
| 3Y | +46.1% | +808.5% | -762.4% | +25.0% |
| 5Y | +48.2% | +838.0% | -789.7% | +23.6% |
| All | +76.7% | +427.6% | -350.9% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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