+294.6%
GSK vs IAG
+377.5%
-82.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | -2.2% | +28.9% | -31.1% | -3.5% |
| 3M | -1.8% | +19.1% | -21.0% | -2.9% |
| 6M | -10.6% | -10.3% | -0.4% | -10.5% |
| YTD | +4.4% | +24.2% | -19.8% | +2.6% |
| 1Y | +30.4% | +116.5% | -86.1% | +24.4% |
| 3Y | +60.1% | +742.8% | -682.7% | +40.4% |
| 5Y | +46.8% | +753.3% | -706.5% | +26.4% |
| 10Y | +79.2% | +403.2% | -324.0% | +53.1% |
| All | +294.6% | +377.5% | -82.9% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling