+76.7%
GSK vs IVZ
+64.1%
+12.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -5.4% | -2.4% | -3.0% | -5.1% |
| 30D | -4.6% | +2.5% | -7.1% | -5.0% |
| 3M | -5.1% | +17.1% | -22.2% | -7.4% |
| 6M | -11.4% | +35.1% | -46.6% | -15.4% |
| YTD | +0.7% | +24.3% | -23.6% | -3.0% |
| 1Y | +23.0% | +48.7% | -25.6% | +15.2% |
| 3Y | +48.0% | +135.6% | -87.7% | +26.7% |
| 5Y | +48.2% | +60.3% | -12.1% | +32.1% |
| All | +76.7% | +64.1% | +12.6% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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