+104.0%
GSK vs IRM
+512.8%
-408.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -1.1% | -5.3% | +4.2% | -0.3% |
| 30D | +7.8% | -2.3% | +10.2% | +8.1% |
| 3M | +0.3% | -7.4% | +7.7% | +1.3% |
| 6M | +3.4% | -12.2% | +15.7% | +5.2% |
| YTD | +5.9% | +38.6% | -32.7% | -1.4% |
| 1Y | +8.2% | +14.9% | -6.7% | +4.1% |
| 3Y | +65.3% | +108.2% | -42.9% | +38.4% |
| 5Y | +43.3% | +183.8% | -140.5% | +10.3% |
| All | +104.0% | +512.8% | -408.8% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling