+49.7%
GSK vs INDA
+5.9%
+43.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | -3.6% | -2.6% | -1.0% | -2.7% |
| 30D | -5.9% | -2.9% | -3.0% | -4.9% |
| 3M | -4.3% | +2.4% | -6.6% | -5.1% |
| 6M | -10.8% | -2.6% | -8.2% | -10.1% |
| YTD | +1.8% | -10.0% | +11.7% | +5.4% |
| 1Y | +23.5% | -7.7% | +31.1% | +26.6% |
| 3Y | +49.5% | +8.9% | +40.6% | +41.9% |
| 5Y | +49.7% | +6.0% | +43.7% | +38.6% |
| All | +49.7% | +5.9% | +43.8% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling