+356.7%
IP vs GSK
+1,705.8%
-1,349.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.9% |
| 7D | -5.3% | -1.8% | -3.4% | -4.7% |
| 30D | -10.9% | -2.2% | -8.7% | -10.2% |
| 3M | +11.2% | -1.8% | +13.0% | +11.8% |
| 6M | -10.2% | -10.6% | +0.4% | -6.9% |
| YTD | -2.0% | +4.4% | -6.4% | -3.7% |
| 1Y | -19.1% | +30.4% | -49.5% | -26.6% |
| 3Y | +20.9% | +60.1% | -39.2% | -0.2% |
| 5Y | -17.8% | +46.8% | -64.6% | -31.1% |
| 10Y | +23.5% | +79.2% | -55.7% | -4.4% |
| All | +356.7% | +1,705.8% | -1,349.2% | +86.2% |
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