+141.6%
IBM vs GSK
+102.9%
+38.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.5% | +5.2% | -6.7% | -3.0% |
| 30D | +8.4% | +10.2% | -1.8% | +5.2% |
| 3M | +4.2% | -0.9% | +5.1% | +4.2% |
| 6M | +7.9% | +3.5% | +4.5% | +6.6% |
| YTD | -15.2% | +7.2% | -22.4% | -17.6% |
| 1Y | -18.7% | +12.0% | -30.7% | -22.2% |
| 3Y | +79.2% | +67.3% | +11.9% | +45.9% |
| 5Y | +144.7% | +45.3% | +99.5% | +105.7% |
| 10Y | +141.6% | +101.8% | +39.8% | +73.7% |
| All | +141.6% | +102.9% | +38.6% | +73.7% |
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