+71.0%
GSK vs ROIV
+270.3%
-199.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.3% | -0.4% |
| 7D | +1.7% | +5.3% | -3.7% | +1.5% |
| 30D | +7.0% | +11.9% | -4.8% | +6.6% |
| 3M | -2.7% | +10.7% | -13.4% | -3.1% |
| 6M | +1.4% | +34.9% | -33.5% | +0.2% |
| YTD | +5.3% | +79.2% | -73.8% | +3.0% |
| 1Y | +10.6% | +89.0% | -78.4% | +8.0% |
| 3Y | +62.6% | +337.3% | -274.8% | +55.4% |
| 5Y | +41.7% | +402.3% | -360.6% | +30.9% |
| All | +71.0% | +270.3% | -199.2% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling