+183.5%
GSK vs IWD
+726.5%
-543.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.5% |
| 7D | -1.8% | -0.3% | -1.6% | -1.7% |
| 30D | -2.2% | +0.6% | -2.8% | -2.5% |
| 3M | -1.8% | +7.2% | -9.0% | -5.8% |
| 6M | -10.6% | +16.2% | -26.8% | -18.3% |
| YTD | +4.4% | +23.3% | -18.9% | -7.9% |
| 1Y | +30.4% | +29.6% | +0.8% | +11.7% |
| 3Y | +60.1% | +70.5% | -10.4% | +15.6% |
| 5Y | +46.8% | +73.5% | -26.7% | +3.7% |
| 10Y | +79.2% | +198.3% | -119.1% | -11.6% |
| All | +183.5% | +726.5% | -543.0% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling