+48.3%
IEMG vs GSK
+47.2%
+1.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -3.5% | +2.2% | -0.7% |
| 30D | +1.9% | -3.4% | +5.4% | +2.4% |
| 3M | +1.4% | -8.1% | +9.5% | +2.6% |
| 6M | +15.2% | -11.1% | +26.3% | +17.1% |
| YTD | +23.8% | +0.7% | +23.1% | +23.0% |
| 1Y | +30.7% | +20.1% | +10.5% | +25.3% |
| 3Y | +83.3% | +46.1% | +37.2% | +66.2% |
| All | +48.3% | +47.2% | +1.1% | +29.8% |
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