+776.1%
IVV vs GSK
+174.3%
+601.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.8% |
| 30D | +0.1% | -2.2% | +2.2% | +0.8% |
| 3M | +2.0% | -1.8% | +3.8% | +2.2% |
| 6M | +13.0% | -10.6% | +23.7% | +17.3% |
| YTD | +13.6% | +4.4% | +9.2% | +10.1% |
| 1Y | +20.1% | +30.4% | -10.3% | +5.5% |
| 3Y | +77.6% | +60.1% | +17.5% | +38.4% |
| 5Y | +82.5% | +46.8% | +35.7% | +44.8% |
| 10Y | +316.5% | +79.2% | +237.3% | +196.1% |
| All | +776.1% | +174.3% | +601.8% | +352.0% |
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 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