+144.6%
IEFA vs GSK
+80.1%
+64.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.6% | -3.5% | +2.0% | -0.3% |
| 30D | -1.5% | -3.4% | +2.0% | -0.3% |
| 3M | +3.4% | -8.1% | +11.5% | +6.2% |
| 6M | +9.5% | -11.1% | +20.6% | +13.7% |
| YTD | +13.0% | +0.7% | +12.3% | +11.6% |
| 1Y | +18.0% | +20.1% | -2.1% | +8.4% |
| 3Y | +65.4% | +46.1% | +19.2% | +36.7% |
| 5Y | +51.6% | +48.2% | +3.3% | +21.6% |
| All | +144.6% | +80.1% | +64.5% | +82.2% |
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 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