+144.5%
IBM vs GSK
+80.2%
+64.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +3.6% | -3.6% | +7.1% | +4.7% |
| 30D | +1.5% | -5.9% | +7.5% | +3.3% |
| 3M | -12.9% | -4.3% | -8.7% | -11.7% |
| 6M | -3.9% | -10.8% | +6.9% | -0.8% |
| YTD | -17.3% | +1.8% | -19.1% | -18.3% |
| 1Y | -5.0% | +23.5% | -28.5% | -12.0% |
| 3Y | +78.2% | +49.5% | +28.7% | +51.3% |
| 5Y | +120.6% | +49.7% | +71.0% | +80.9% |
| 10Y | +144.5% | +81.9% | +62.5% | +82.5% |
| All | +144.5% | +80.2% | +64.3% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling