+43.9%
ICE vs GSK
+43.9%
+0.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.1% |
| 3M | +19.8% | +0.3% | +19.5% | +19.6% |
| 6M | +15.2% | +3.4% | +11.8% | +14.3% |
| YTD | +12.7% | +5.9% | +6.7% | +10.9% |
| 1Y | +20.4% | +8.2% | +12.2% | +18.0% |
| 3Y | +70.8% | +65.3% | +5.5% | +49.5% |
| 5Y | +43.9% | +43.3% | +0.6% | +26.6% |
| All | +43.9% | +43.9% | +0.1% | +26.6% |
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