-12.3%
IP vs GSK
+43.5%
-55.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.5% | -3.6% |
| 7D | -5.0% | +3.6% | -8.5% | -5.7% |
| 30D | +6.5% | +8.2% | -1.6% | +4.5% |
| 3M | -18.0% | -1.2% | -16.9% | -17.9% |
| 6M | +10.3% | +1.9% | +8.4% | +9.8% |
| YTD | -9.9% | +5.5% | -15.4% | -10.6% |
| 1Y | -1.1% | +11.8% | -12.8% | -2.8% |
| 3Y | +13.0% | +64.5% | -51.5% | +1.2% |
| 5Y | -12.3% | +41.9% | -54.2% | -21.5% |
| All | -12.3% | +43.5% | -55.8% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling