+49.7%
GSK vs IVZ
+61.5%
-11.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -3.6% | +1.2% | -4.8% | -3.7% |
| 30D | -5.9% | +1.8% | -7.7% | -6.1% |
| 3M | -4.3% | +15.7% | -20.0% | -5.7% |
| 6M | -10.8% | +36.3% | -47.1% | -13.6% |
| YTD | +1.8% | +24.9% | -23.1% | -0.8% |
| 1Y | +23.5% | +48.9% | -25.5% | +18.0% |
| 3Y | +49.5% | +136.8% | -87.3% | +33.9% |
| 5Y | +49.7% | +60.0% | -10.3% | +36.1% |
| All | +49.7% | +61.5% | -11.8% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling