+18.6%
GSK vs IRE
-97.2%
+115.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +39.6% | -39.7% | +0.9% |
| 7D | +1.7% | -27.2% | +28.8% | +1.3% |
| 30D | +7.0% | -75.1% | +82.2% | +4.2% |
| 3M | -2.7% | -77.9% | +75.2% | -5.1% |
| 6M | +1.4% | -94.6% | +96.0% | -2.2% |
| YTD | +5.3% | -91.5% | +96.9% | +3.8% |
| 1Y | +10.6% | -97.8% | +108.5% | +4.6% |
| All | +18.6% | -97.2% | +115.8% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling