+309.6%
IVV vs GSK
+101.6%
+208.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | -0.1% | +1.6% |
| 7D | +0.1% | +4.9% | -4.8% | -1.3% |
| 30D | -3.3% | +10.8% | -14.2% | -6.4% |
| 3M | -2.4% | -1.8% | -0.6% | -2.1% |
| 6M | +2.6% | +4.1% | -1.5% | +0.7% |
| YTD | +11.3% | +7.9% | +3.4% | +7.3% |
| 1Y | +13.4% | +14.4% | -1.0% | +7.1% |
| 3Y | +80.3% | +68.1% | +12.2% | +42.7% |
| 5Y | +72.7% | +47.7% | +25.0% | +41.8% |
| 10Y | +309.6% | +100.5% | +209.2% | +191.8% |
| All | +309.6% | +101.6% | +208.1% | +191.8% |
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