+48.2%
GSK vs ITOT
+74.3%
-26.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -3.5% | -0.9% | -2.6% | -3.3% |
| 30D | -3.4% | -1.5% | -2.0% | -3.0% |
| 3M | -8.1% | +3.6% | -11.7% | -9.2% |
| 6M | -11.1% | +13.7% | -24.8% | -14.8% |
| YTD | +0.7% | +12.9% | -12.2% | -3.2% |
| 1Y | +20.1% | +17.2% | +3.0% | +14.0% |
| 3Y | +46.1% | +75.6% | -29.5% | +20.3% |
| All | +48.2% | +74.3% | -26.1% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling