+65.3%
GSK vs IWD
+85.1%
-19.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.1% | +2.3% | -1.1% | -0.2% |
| 30D | +6.3% | +3.6% | +2.8% | +4.3% |
| 3M | +1.8% | +2.2% | -0.3% | +0.6% |
| 6M | +1.7% | +13.0% | -11.3% | -4.8% |
| YTD | +6.5% | +26.5% | -20.0% | -5.9% |
| 1Y | +9.5% | +30.1% | -20.7% | -4.6% |
| 3Y | +65.3% | +84.9% | -19.6% | +23.7% |
| All | +65.3% | +85.1% | -19.8% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling