+76.7%
GSK vs IBN
+316.4%
-239.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -5.4% | -5.5% | +0.1% | -4.4% |
| 30D | -4.6% | -3.4% | -1.2% | -4.0% |
| 3M | -5.1% | +8.7% | -13.8% | -6.6% |
| 6M | -11.4% | +3.7% | -15.1% | -12.1% |
| YTD | +0.7% | -2.4% | +3.1% | +1.0% |
| 1Y | +23.0% | -8.1% | +31.1% | +24.6% |
| 3Y | +48.0% | +26.3% | +21.6% | +40.3% |
| 5Y | +48.2% | +54.9% | -6.7% | +33.9% |
| All | +76.7% | +316.4% | -239.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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