+49.3%
GSK vs IRM
+101.2%
-52.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -4.2% | +1.6% | -5.8% | -4.3% |
| 30D | -7.5% | -4.2% | -3.3% | -7.3% |
| 3M | -3.3% | -5.4% | +2.1% | -3.0% |
| 6M | -9.3% | +12.0% | -21.4% | -10.9% |
| YTD | +1.6% | +42.0% | -40.4% | -3.0% |
| 1Y | +25.5% | +29.9% | -4.4% | +20.5% |
| 3Y | +49.3% | +104.4% | -55.1% | +34.3% |
| All | +49.3% | +101.2% | -52.0% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling