+210.5%
ICE vs GSK
+80.0%
+130.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -5.3% | -5.4% | +0.1% | -3.7% |
| 30D | +3.0% | -4.6% | +7.6% | +4.5% |
| 3M | +11.4% | -5.1% | +16.5% | +13.0% |
| 6M | -2.0% | -11.4% | +9.4% | +1.2% |
| YTD | -3.1% | +0.7% | -3.8% | -4.2% |
| 1Y | -8.4% | +23.0% | -31.4% | -15.6% |
| 3Y | +40.7% | +48.0% | -7.2% | +18.0% |
| 5Y | +40.0% | +48.2% | -8.3% | +14.6% |
| All | +210.5% | +80.0% | +130.5% | +133.9% |
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