+556.0%
GSK vs IRM
+9,844.9%
-9,288.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | +0.5% | +8.6% | -8.2% | -1.0% |
| 30D | +9.4% | 0.0% | +9.5% | +9.2% |
| 3M | +1.6% | -7.1% | +8.7% | +2.5% |
| 6M | +1.3% | -7.9% | +9.2% | +2.2% |
| YTD | +6.0% | +41.3% | -35.3% | -1.4% |
| 1Y | +9.1% | +20.7% | -11.7% | +4.2% |
| 3Y | +65.4% | +112.2% | -46.8% | +40.5% |
| 5Y | +43.0% | +191.2% | -148.2% | +13.0% |
| 10Y | +103.1% | +524.3% | -421.3% | +35.5% |
| All | +556.0% | +9,844.9% | -9,288.9% | +202.4% |
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