+65.3%
GSK vs INDA
+16.8%
+48.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | +6.3% | +9.4% | -3.0% | +3.5% |
| 3M | +1.8% | +2.9% | -1.1% | +0.9% |
| 6M | +1.7% | +7.2% | -5.6% | -0.5% |
| YTD | +6.5% | -4.8% | +11.4% | +7.3% |
| 1Y | +9.5% | -5.1% | +14.6% | +10.3% |
| 3Y | +65.3% | +16.7% | +48.6% | +60.5% |
| All | +65.3% | +16.8% | +48.5% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling