+69.5%
GSK vs ROIV
+232.7%
-163.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | -1.8% | +0.6% | -2.5% | -1.9% |
| 30D | -2.2% | +1.0% | -3.1% | -2.2% |
| 3M | -1.8% | +18.3% | -20.1% | -2.5% |
| 6M | -10.6% | +18.3% | -28.9% | -11.3% |
| YTD | +4.4% | +61.0% | -56.5% | +2.6% |
| 1Y | +30.4% | +177.9% | -147.5% | +26.1% |
| 3Y | +60.1% | +199.1% | -139.0% | +54.1% |
| 5Y | +46.8% | +250.7% | -203.9% | +34.4% |
| All | +69.5% | +232.7% | -163.1% | +54.0% |
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