+44.4%
GSK vs ROIV
+380.3%
-336.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +1.1% | +1.7% | -0.5% | +1.1% |
| 30D | +6.3% | +17.6% | -11.2% | +5.7% |
| 3M | +1.8% | +9.0% | -7.1% | +1.4% |
| 6M | +1.7% | +35.3% | -33.6% | +0.3% |
| YTD | +6.5% | +82.2% | -75.6% | +4.0% |
| 1Y | +9.5% | +92.3% | -82.8% | +6.6% |
| 3Y | +65.3% | +336.8% | -271.5% | +57.5% |
| All | +44.4% | +380.3% | -336.0% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling