+49.4%
GSK vs IBN
+56.7%
-7.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.2% |
| 7D | -4.2% | -2.2% | -2.0% | -3.7% |
| 30D | -7.5% | -2.3% | -5.2% | -7.1% |
| 3M | -3.3% | +15.9% | -19.1% | -6.2% |
| 6M | -9.3% | +5.6% | -14.9% | -10.5% |
| YTD | +1.6% | -0.1% | +1.7% | +1.3% |
| 1Y | +25.5% | -6.5% | +32.0% | +26.4% |
| 3Y | +49.3% | +29.3% | +20.0% | +40.3% |
| All | +49.4% | +56.7% | -7.3% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling