+49.7%
GSK vs IAG
+804.8%
-755.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | +0.1% |
| 7D | -3.6% | +1.7% | -5.3% | -3.7% |
| 30D | -5.9% | +11.4% | -17.4% | -6.5% |
| 3M | -4.3% | +33.0% | -37.3% | -5.8% |
| 6M | -10.8% | -6.0% | -4.8% | -11.0% |
| YTD | +1.8% | +24.6% | -22.8% | 0.0% |
| 1Y | +23.5% | +105.0% | -81.5% | +18.1% |
| 3Y | +49.5% | +837.9% | -788.4% | +28.2% |
| 5Y | +49.7% | +817.0% | -767.3% | +26.5% |
| All | +49.7% | +804.8% | -755.2% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling