+41.1%
IGV vs GSK
+53.4%
-12.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.9% |
| 7D | -3.3% | -4.2% | +0.9% | -3.4% |
| 30D | 0.0% | -7.5% | +7.5% | -0.2% |
| 3M | +7.3% | -3.3% | +10.6% | +7.3% |
| 6M | +16.7% | -9.3% | +26.0% | +16.6% |
| YTD | -2.8% | +1.6% | -4.4% | -3.7% |
| 1Y | -6.7% | +25.5% | -32.2% | -8.9% |
| 3Y | +41.1% | +49.3% | -8.1% | +34.7% |
| All | +41.1% | +53.4% | -12.3% | +34.7% |
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