+44.1%
GSK vs IWD
+68.9%
-24.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +1.7% | -0.5% | +2.1% | +1.9% |
| 30D | +7.0% | +2.7% | +4.4% | +5.6% |
| 3M | -2.7% | +0.9% | -3.5% | -3.1% |
| 6M | +1.4% | +10.5% | -9.1% | -3.7% |
| YTD | +5.3% | +23.7% | -18.4% | -5.5% |
| 1Y | +10.6% | +28.7% | -18.1% | -2.7% |
| 3Y | +62.6% | +79.7% | -17.1% | +20.7% |
| All | +44.1% | +68.9% | -24.8% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling