+65.0%
GSK vs ROIV
+295.0%
-230.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +18.8% | -21.5% | -3.3% |
| 7D | -4.2% | +20.2% | -24.3% | -4.8% |
| 30D | -7.5% | +14.1% | -21.7% | -8.0% |
| 3M | -3.3% | +45.6% | -48.9% | -4.6% |
| 6M | -9.3% | +44.1% | -53.5% | -10.6% |
| YTD | +1.6% | +91.2% | -89.6% | -0.8% |
| 1Y | +25.5% | +221.3% | -195.8% | +20.7% |
| 3Y | +49.3% | +229.2% | -179.9% | +42.9% |
| 5Y | +46.7% | +316.5% | -269.8% | +33.5% |
| All | +65.0% | +295.0% | -230.1% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROIV 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling