+718.2%
GSK vs IVZ
+954.3%
-236.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -1.1% | -2.8% | +1.7% | -0.7% |
| 30D | +7.8% | -2.2% | +10.0% | +8.1% |
| 3M | +0.3% | -8.1% | +8.4% | +1.6% |
| 6M | +3.4% | +3.8% | -0.3% | +2.1% |
| YTD | +5.9% | +11.5% | -5.6% | +2.8% |
| 1Y | +8.2% | +23.7% | -15.5% | +2.9% |
| 3Y | +65.3% | +145.8% | -80.5% | +35.3% |
| 5Y | +43.3% | +36.1% | +7.2% | +27.8% |
| 10Y | +102.9% | +42.4% | +60.4% | +66.6% |
| All | +718.2% | +954.3% | -236.1% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling