+18.9%
IWM vs GSK
+14.9%
+4.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.0% | -3.5% | +1.0% |
| 7D | +1.0% | +4.9% | -4.0% | +0.4% |
| 30D | +0.2% | +9.9% | -9.7% | -0.9% |
| 3M | -5.6% | +0.2% | -5.8% | -5.5% |
| 6M | +2.7% | +2.3% | +0.4% | +2.3% |
| YTD | +16.2% | +7.1% | +9.1% | +14.9% |
| 1Y | +18.9% | +13.1% | +5.8% | +15.6% |
| All | +18.9% | +14.9% | +4.0% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling