+72.5%
ICE vs GSK
+64.8%
+7.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | +3.2% | -1.1% | +4.3% | +3.4% |
| 30D | +14.7% | +7.8% | +6.9% | +13.6% |
| 3M | +19.8% | +0.3% | +19.5% | +19.6% |
| 6M | +15.2% | +3.4% | +11.8% | +14.6% |
| YTD | +12.7% | +5.9% | +6.7% | +11.6% |
| 1Y | +20.4% | +8.2% | +12.2% | +19.0% |
| All | +72.5% | +64.8% | +7.7% | +58.2% |
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