+38.8%
IGV vs GSK
+65.8%
-27.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.2% |
| 7D | +2.3% | +1.1% | +1.2% | +2.4% |
| 30D | -6.0% | +6.3% | -12.3% | -5.8% |
| 3M | -4.8% | +1.8% | -6.6% | -4.7% |
| 6M | +14.2% | +1.7% | +12.6% | +14.3% |
| YTD | -4.2% | +6.5% | -10.8% | -4.8% |
| 1Y | -5.3% | +9.5% | -14.8% | -6.0% |
| 3Y | +38.8% | +65.3% | -26.5% | +36.5% |
| All | +38.8% | +65.8% | -27.1% | +36.5% |
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