+319.9%
IP vs GSK
+1,724.7%
-1,404.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.5% | -3.5% |
| 7D | -5.0% | +3.6% | -8.5% | -6.1% |
| 30D | +6.5% | +8.2% | -1.6% | +3.6% |
| 3M | -18.0% | -1.2% | -16.9% | -17.9% |
| 6M | +10.3% | +1.9% | +8.4% | +9.3% |
| YTD | -9.9% | +5.5% | -15.4% | -11.9% |
| 1Y | -1.1% | +11.8% | -12.8% | -5.1% |
| 3Y | +13.0% | +64.5% | -51.5% | -7.6% |
| 5Y | -12.3% | +41.9% | -54.2% | -25.6% |
| 10Y | +26.8% | +105.1% | -78.2% | -6.3% |
| All | +319.9% | +1,724.7% | -1,404.8% | +70.3% |
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