+1,395.9%
IBKR vs GSK
+115.4%
+1,280.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.5% |
| 7D | -3.8% | -5.4% | +1.6% | -1.6% |
| 30D | -0.3% | -4.6% | +4.3% | +1.5% |
| 3M | +4.8% | -5.1% | +9.9% | +6.3% |
| 6M | +30.8% | -11.4% | +42.2% | +36.3% |
| YTD | +39.5% | +0.7% | +38.7% | +36.4% |
| 1Y | +43.7% | +23.0% | +20.6% | +27.5% |
| 3Y | +284.7% | +48.0% | +236.7% | +200.3% |
| 5Y | +484.9% | +48.2% | +436.7% | +344.5% |
| 10Y | +980.8% | +80.0% | +900.8% | +614.5% |
| All | +1,395.9% | +115.4% | +1,280.5% | +597.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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