+528.8%
GSK vs IRM
+9,897.4%
-9,368.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -4.2% | +1.6% | -5.8% | -4.5% |
| 30D | -7.5% | -4.2% | -3.3% | -6.9% |
| 3M | -3.3% | -5.4% | +2.1% | -2.7% |
| 6M | -9.3% | +12.0% | -21.4% | -11.7% |
| YTD | +1.6% | +42.0% | -40.4% | -5.3% |
| 1Y | +25.5% | +29.9% | -4.4% | +18.4% |
| 3Y | +49.3% | +104.4% | -55.1% | +27.9% |
| 5Y | +46.7% | +191.0% | -144.4% | +16.1% |
| 10Y | +76.8% | +417.1% | -340.3% | +22.2% |
| All | +528.8% | +9,897.4% | -9,368.6% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling