+215.4%
IONQ vs GSK
+71.6%
+143.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.6% |
| 7D | +15.3% | -1.1% | +16.4% | +15.3% |
| 30D | -6.1% | +7.8% | -13.9% | -6.2% |
| 3M | -21.6% | +0.3% | -21.9% | -21.5% |
| 6M | -40.1% | +3.4% | -43.6% | -40.2% |
| YTD | -24.1% | +5.9% | -30.0% | -25.0% |
| 1Y | -37.4% | +8.2% | -45.6% | -38.3% |
| 3Y | +219.5% | +65.3% | +154.2% | +186.1% |
| 5Y | +76.9% | +43.3% | +33.6% | +57.4% |
| All | +215.4% | +71.6% | +143.8% | +183.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling