+144.3%
IEMG vs GSK
+113.4%
+30.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +1.6% | -3.6% | +5.2% | +2.9% |
| 30D | +4.6% | -5.9% | +10.6% | +6.7% |
| 3M | +4.8% | -4.3% | +9.1% | +5.8% |
| 6M | +16.8% | -10.8% | +27.6% | +20.7% |
| YTD | +24.8% | +1.8% | +23.1% | +22.4% |
| 1Y | +34.3% | +23.5% | +10.8% | +21.8% |
| 3Y | +87.0% | +49.5% | +37.4% | +52.5% |
| 5Y | +49.9% | +49.7% | +0.3% | +19.1% |
| 10Y | +144.8% | +81.9% | +62.8% | +72.1% |
| All | +144.3% | +113.4% | +30.8% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling