+48.1%
IJH vs GSK
+47.2%
+0.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.9% | -3.5% | +1.7% | -1.2% |
| 30D | -4.6% | -3.4% | -1.2% | -4.1% |
| 3M | -1.2% | -8.1% | +7.0% | +0.3% |
| 6M | +9.4% | -11.1% | +20.5% | +11.6% |
| YTD | +13.3% | +0.7% | +12.6% | +12.7% |
| 1Y | +13.4% | +20.1% | -6.8% | +8.5% |
| 3Y | +50.4% | +46.1% | +4.3% | +35.3% |
| All | +48.1% | +47.2% | +0.9% | +27.3% |
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