+723.1%
GSK vs IVZ
+973.1%
-250.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.1% |
| 7D | +1.1% | +7.6% | -6.5% | -0.2% |
| 30D | +6.3% | +4.3% | +2.0% | +5.4% |
| 3M | +1.8% | -9.3% | +11.2% | +3.3% |
| 6M | +1.7% | +5.2% | -3.6% | +0.1% |
| YTD | +6.5% | +13.4% | -6.9% | +3.1% |
| 1Y | +9.5% | +25.4% | -15.9% | +3.9% |
| 3Y | +65.3% | +152.5% | -87.2% | +34.6% |
| 5Y | +43.7% | +36.7% | +7.0% | +28.1% |
| 10Y | +104.1% | +45.0% | +59.1% | +67.1% |
| All | +723.1% | +973.1% | -250.0% | +268.1% |
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 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