+56.5%
IOT vs GSK
+37.1%
+19.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | +5.1% | -3.6% | +8.6% | +5.3% |
| 30D | -3.0% | -5.9% | +2.9% | -2.7% |
| 3M | +15.0% | -4.3% | +19.2% | +15.2% |
| 6M | +13.1% | -10.8% | +23.9% | +13.9% |
| YTD | +9.0% | +1.8% | +7.2% | +7.4% |
| 1Y | +0.1% | +23.5% | -23.3% | -4.4% |
| 3Y | +26.4% | +49.5% | -23.1% | +14.0% |
| All | +56.5% | +37.1% | +19.3% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling