+200.3%
GSK vs IBN
+1,760.3%
-1,560.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +1.1% | +1.9% | -0.7% | +0.9% |
| 30D | +6.3% | +22.1% | -15.8% | +3.7% |
| 3M | +1.8% | +17.1% | -15.3% | -0.2% |
| 6M | +1.7% | +35.5% | -33.9% | -2.2% |
| YTD | +6.5% | +16.8% | -10.3% | +4.4% |
| 1Y | +9.5% | +12.4% | -2.9% | +7.8% |
| 3Y | +65.3% | +58.0% | +7.3% | +55.2% |
| 5Y | +43.7% | +73.7% | -30.0% | +32.7% |
| 10Y | +104.1% | +385.6% | -281.4% | +62.0% |
| All | +200.3% | +1,760.3% | -1,560.0% | +103.5% |
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