+76.8%
GSK vs IWD
+195.2%
-118.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -7.5% | -0.8% | -6.7% | -7.1% |
| 3M | -3.3% | +8.0% | -11.3% | -7.3% |
| 6M | -9.3% | +18.2% | -27.5% | -17.3% |
| YTD | +1.6% | +22.3% | -20.7% | -9.1% |
| 1Y | +25.5% | +28.9% | -3.4% | +9.1% |
| 3Y | +49.3% | +71.5% | -22.3% | +10.2% |
| 5Y | +46.7% | +73.6% | -26.9% | +6.4% |
| 10Y | +76.8% | +194.7% | -117.9% | -9.7% |
| All | +76.8% | +195.2% | -118.4% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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