+738.6%
IVV vs GSK
+176.8%
+561.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.7% | +1.7% | -4.4% | -3.3% |
| 30D | -5.4% | +7.0% | -12.4% | -8.1% |
| 3M | -4.1% | -2.7% | -1.4% | -3.5% |
| 6M | +0.7% | +1.4% | -0.7% | -0.8% |
| YTD | +8.7% | +5.3% | +3.4% | +4.7% |
| 1Y | +11.0% | +10.6% | +0.3% | +4.6% |
| 3Y | +75.4% | +62.6% | +12.8% | +35.7% |
| 5Y | +68.3% | +41.7% | +26.7% | +35.6% |
| 10Y | +315.5% | +104.7% | +210.8% | +177.6% |
| All | +738.6% | +176.8% | +561.9% | +329.7% |
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