+112.0%
IBM vs GSK
+46.9%
+65.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.8% |
| 7D | +0.3% | -4.2% | +4.5% | +0.9% |
| 30D | -1.5% | -7.5% | +6.0% | -0.4% |
| 3M | -16.8% | -3.3% | -13.5% | -16.2% |
| 6M | -9.0% | -9.3% | +0.3% | -7.9% |
| YTD | -20.1% | +1.6% | -21.6% | -20.2% |
| 1Y | -7.0% | +25.5% | -32.5% | -9.9% |
| 3Y | +72.4% | +49.3% | +23.1% | +62.8% |
| 5Y | +112.0% | +46.7% | +65.3% | +98.5% |
| All | +112.0% | +46.9% | +65.1% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling