+16.1%
IWM vs GSK
+13.5%
+2.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.3% |
| 7D | +0.3% | +5.2% | -4.9% | -0.3% |
| 30D | +0.6% | +10.2% | -9.6% | -0.6% |
| 3M | -6.2% | -0.9% | -5.3% | -6.0% |
| 6M | -0.8% | +3.5% | -4.3% | -1.4% |
| YTD | +14.8% | +7.2% | +7.5% | +13.2% |
| 1Y | +16.1% | +12.0% | +4.1% | +13.0% |
| All | +16.1% | +13.5% | +2.7% | +13.0% |
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 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