+23.9%
IP vs GSK
+60.3%
-36.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.6% |
| 7D | -5.3% | -1.8% | -3.4% | -4.9% |
| 30D | -10.9% | -2.2% | -8.7% | -10.5% |
| 3M | +11.2% | -1.8% | +13.0% | +11.6% |
| 6M | -10.2% | -10.6% | +0.4% | -8.4% |
| YTD | -2.0% | +4.4% | -6.4% | -1.9% |
| 1Y | -19.1% | +30.4% | -49.5% | -21.1% |
| All | +23.9% | +60.3% | -36.4% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling