+81.1%
IEMG vs GSK
+47.2%
+33.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -0.9% | -5.4% | +4.5% | -0.3% |
| 30D | +2.1% | -4.6% | +6.7% | +2.6% |
| 3M | +4.6% | -5.1% | +9.7% | +5.0% |
| 6M | +14.0% | -11.4% | +25.5% | +15.6% |
| YTD | +22.3% | +0.7% | +21.6% | +21.8% |
| 1Y | +30.7% | +23.0% | +7.7% | +26.1% |
| All | +81.1% | +47.2% | +33.9% | +68.1% |
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