+78.4%
IVV vs GSK
+60.3%
+18.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | +0.1% | -1.8% | +1.9% | +0.3% |
| 30D | +0.1% | -2.2% | +2.2% | +0.3% |
| 3M | +2.0% | -1.8% | +3.8% | +2.1% |
| 6M | +13.0% | -10.6% | +23.7% | +14.1% |
| YTD | +13.6% | +4.4% | +9.2% | +12.8% |
| 1Y | +20.1% | +30.4% | -10.3% | +16.2% |
| All | +78.4% | +60.3% | +18.0% | +66.4% |
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