+24.0%
IJR vs GSK
+31.2%
-7.3%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | -0.2% | -1.8% | +1.7% | 0.0% |
| 30D | -2.4% | -2.2% | -0.2% | -2.2% |
| 3M | +3.9% | -1.8% | +5.7% | +4.0% |
| 6M | +12.4% | -10.6% | +23.0% | +13.7% |
| YTD | +21.5% | +4.4% | +17.1% | +21.4% |
| 1Y | +24.0% | +30.4% | -6.4% | +22.0% |
| All | +24.0% | +31.2% | -7.3% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling