+357.7%
IGV vs GSK
+80.1%
+277.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.9% | -3.5% | +0.6% | -2.0% |
| 30D | -1.5% | -3.4% | +1.9% | -0.7% |
| 3M | +11.7% | -8.1% | +19.8% | +13.9% |
| 6M | +18.4% | -11.1% | +29.6% | +21.4% |
| YTD | -3.9% | +0.7% | -4.7% | -5.8% |
| 1Y | -9.7% | +20.1% | -29.8% | -16.8% |
| 3Y | +38.4% | +46.1% | -7.7% | +15.4% |
| 5Y | +21.6% | +48.2% | -26.6% | -1.8% |
| All | +357.7% | +80.1% | +277.7% | +245.1% |
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 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