+17.6%
IP vs GSK
+103.1%
-85.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +7.9% | +5.4% | +2.5% | +5.8% |
| 3M | -15.3% | +0.9% | -16.2% | -15.8% |
| 6M | +10.5% | +0.7% | +9.8% | +9.9% |
| YTD | -9.4% | +5.6% | -15.0% | -11.4% |
| 1Y | -4.6% | +8.5% | -13.1% | -7.6% |
| 3Y | +21.2% | +63.8% | -42.6% | -3.0% |
| 5Y | -13.3% | +42.4% | -55.8% | -27.8% |
| All | +17.6% | +103.1% | -85.5% | -16.8% |
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 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