+171.7%
IWM vs GSK
+80.2%
+91.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -1.1% | -3.6% | +2.4% | 0.0% |
| 30D | -3.1% | -5.9% | +2.8% | -1.3% |
| 3M | +2.2% | -4.3% | +6.5% | +3.3% |
| 6M | +15.1% | -10.8% | +25.9% | +18.8% |
| YTD | +18.6% | +1.8% | +16.8% | +16.6% |
| 1Y | +24.0% | +23.5% | +0.5% | +13.4% |
| 3Y | +63.7% | +49.5% | +14.2% | +35.0% |
| 5Y | +38.2% | +49.7% | -11.5% | +10.8% |
| 10Y | +171.7% | +81.9% | +89.8% | +101.2% |
| All | +171.7% | +80.2% | +91.5% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling