+76.7%
GSK vs ITOT
+303.4%
-226.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -3.5% | -0.9% | -2.6% | -3.1% |
| 30D | -3.4% | -1.5% | -2.0% | -2.8% |
| 3M | -8.1% | +3.6% | -11.7% | -9.7% |
| 6M | -11.1% | +13.7% | -24.8% | -16.4% |
| YTD | +0.7% | +12.9% | -12.2% | -5.0% |
| 1Y | +20.1% | +17.2% | +3.0% | +11.2% |
| 3Y | +46.1% | +75.6% | -29.5% | +9.7% |
| 5Y | +48.2% | +75.5% | -27.2% | +9.7% |
| All | +76.7% | +303.4% | -226.7% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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