+76.7%
GSK vs IRM
+440.8%
-364.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | -3.5% | -1.4% | -2.1% | -3.3% |
| 30D | -3.4% | -7.4% | +3.9% | -2.3% |
| 3M | -8.1% | -7.4% | -0.8% | -7.2% |
| 6M | -11.1% | +8.7% | -19.8% | -13.1% |
| YTD | +0.7% | +40.9% | -40.2% | -6.2% |
| 1Y | +20.1% | +20.5% | -0.4% | +14.7% |
| 3Y | +46.1% | +101.7% | -55.6% | +23.7% |
| 5Y | +48.2% | +197.7% | -149.4% | +13.5% |
| All | +76.7% | +440.8% | -364.1% | +15.1% |
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