+21.2%
IGV vs GSK
+47.3%
-26.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.5% | -3.6% | +2.1% | -1.2% |
| 30D | -3.0% | -5.9% | +2.9% | -2.6% |
| 3M | +9.6% | -4.3% | +13.8% | +9.9% |
| 6M | +16.1% | -10.8% | +26.9% | +17.1% |
| YTD | -3.6% | +1.8% | -5.4% | -4.9% |
| 1Y | -7.8% | +23.5% | -31.3% | -12.0% |
| 3Y | +40.0% | +49.5% | -9.6% | +26.6% |
| 5Y | +21.2% | +49.7% | -28.5% | +6.4% |
| All | +21.2% | +47.3% | -26.1% | +6.4% |
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