+563.7%
GSK vs IRM
+9,515.1%
-8,951.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.2% | -5.1% | +10.3% | +6.0% |
| 30D | +10.2% | -3.3% | +13.4% | +10.6% |
| 3M | -0.9% | -8.2% | +7.3% | +0.2% |
| 6M | +3.5% | -12.8% | +16.2% | +5.3% |
| YTD | +7.2% | +36.6% | -29.4% | +0.4% |
| 1Y | +12.0% | +11.9% | +0.1% | +8.5% |
| 3Y | +67.3% | +105.1% | -37.8% | +42.9% |
| 5Y | +45.3% | +182.4% | -137.1% | +15.4% |
| 10Y | +101.8% | +505.1% | -403.4% | +35.4% |
| All | +563.7% | +9,515.1% | -8,951.4% | +207.8% |
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