+75.1%
GSK vs ROIV
+287.3%
-212.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | +2.2% |
| 7D | +4.9% | +13.3% | -8.4% | +4.5% |
| 30D | +10.8% | +14.8% | -3.9% | +10.3% |
| 3M | -1.8% | +11.9% | -13.7% | -2.3% |
| 6M | +4.1% | +42.4% | -38.3% | +2.6% |
| YTD | +7.9% | +87.4% | -79.5% | +5.3% |
| 1Y | +14.4% | +97.2% | -82.8% | +11.5% |
| 3Y | +68.1% | +375.7% | -307.6% | +60.4% |
| 5Y | +47.7% | +379.0% | -331.4% | +36.5% |
| All | +75.1% | +287.3% | -212.2% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling