+74.7%
IBM vs GSK
+62.2%
+12.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | -0.3% | -1.8% | +1.5% | 0.0% |
| 30D | +0.3% | -2.2% | +2.5% | +0.6% |
| 3M | -21.6% | -1.8% | -19.8% | -21.2% |
| 6M | -4.7% | -10.6% | +5.9% | -3.3% |
| YTD | -19.1% | +4.4% | -23.5% | -19.6% |
| 1Y | -2.5% | +30.4% | -32.9% | -6.5% |
| All | +74.7% | +62.2% | +12.4% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling