+194.4%
GSK vs IBN
+1,532.9%
-1,338.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -1.8% | +1.4% | -3.2% | -2.0% |
| 30D | -2.2% | -0.3% | -1.8% | -2.1% |
| 3M | -1.8% | +17.1% | -18.9% | -3.8% |
| 6M | -10.6% | +3.4% | -14.0% | -11.0% |
| YTD | +4.4% | +2.5% | +1.9% | +4.0% |
| 1Y | +30.4% | -4.2% | +34.6% | +30.9% |
| 3Y | +60.1% | +32.4% | +27.7% | +53.7% |
| 5Y | +46.8% | +59.2% | -12.4% | +37.0% |
| 10Y | +79.2% | +345.7% | -266.5% | +43.7% |
| All | +194.4% | +1,532.9% | -1,338.6% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling