+75.4%
IVV vs GSK
+63.2%
+12.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.7% | +1.7% | -4.4% | -2.8% |
| 30D | -5.4% | +7.0% | -12.4% | -6.0% |
| 3M | -4.1% | -2.7% | -1.4% | -3.9% |
| 6M | +0.7% | +1.4% | -0.7% | +0.4% |
| YTD | +8.7% | +5.3% | +3.4% | +7.9% |
| 1Y | +11.0% | +10.6% | +0.3% | +9.6% |
| 3Y | +75.4% | +62.6% | +12.8% | +66.0% |
| All | +75.4% | +63.2% | +12.2% | +66.0% |
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