+124.5%
GSK vs INDA
+111.6%
+12.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.2% |
| 7D | -4.2% | -1.0% | -3.2% | -3.9% |
| 30D | -7.5% | -2.5% | -5.0% | -6.7% |
| 3M | -3.3% | +4.0% | -7.3% | -4.6% |
| 6M | -9.3% | -1.8% | -7.5% | -8.9% |
| YTD | +1.6% | -9.2% | +10.8% | +4.8% |
| 1Y | +25.5% | -7.2% | +32.7% | +28.4% |
| 3Y | +49.3% | +9.8% | +39.4% | +43.3% |
| 5Y | +46.7% | +7.5% | +39.2% | +41.0% |
| 10Y | +76.8% | +80.8% | -4.0% | +38.1% |
| All | +124.5% | +111.6% | +12.9% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded INDA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling