+100.5%
GSK vs IWD
+212.1%
-111.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.3% |
| 7D | +4.9% | +1.3% | +3.7% | +4.2% |
| 30D | +10.8% | +3.6% | +7.3% | +8.7% |
| 3M | -1.8% | +2.3% | -4.1% | -3.0% |
| 6M | +4.1% | +13.0% | -8.9% | -2.7% |
| YTD | +7.9% | +26.2% | -18.3% | -5.0% |
| 1Y | +14.4% | +30.5% | -16.0% | -1.0% |
| 3Y | +68.1% | +86.2% | -18.1% | +18.9% |
| 5Y | +47.7% | +72.9% | -25.2% | +7.8% |
| 10Y | +100.5% | +205.0% | -104.6% | +6.2% |
| All | +100.5% | +212.1% | -111.6% | +6.2% |
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