+19.2%
GSK vs IRE
-97.5%
+116.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.1% | -13.4% | -0.9% |
| 7D | -1.1% | -15.1% | +14.1% | -1.1% |
| 30D | +7.8% | -71.4% | +79.2% | +5.3% |
| 3M | +0.3% | -81.2% | +81.5% | -2.6% |
| 6M | +3.4% | -93.7% | +97.2% | 0.0% |
| YTD | +5.9% | -92.2% | +98.1% | +4.2% |
| 1Y | +8.2% | -97.3% | +105.5% | +3.4% |
| All | +19.2% | -97.5% | +116.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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