+105.2%
GSK vs IWD
+203.0%
-97.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.1% | +2.3% | -1.1% | -0.1% |
| 30D | +6.3% | +3.6% | +2.8% | +4.3% |
| 3M | +1.8% | +2.2% | -0.3% | +0.7% |
| 6M | +1.7% | +13.0% | -11.3% | -4.9% |
| YTD | +6.5% | +26.5% | -20.0% | -6.3% |
| 1Y | +9.5% | +30.1% | -20.7% | -5.2% |
| 3Y | +65.3% | +84.9% | -19.6% | +17.4% |
| 5Y | +43.7% | +73.4% | -29.6% | +4.7% |
| All | +105.2% | +203.0% | -97.8% | +8.1% |
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