+25.7%
IWM vs GSK
+24.3%
+1.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | -0.2% |
| 7D | +1.4% | -4.2% | +5.6% | +1.8% |
| 30D | -2.3% | -7.5% | +5.2% | -1.5% |
| 3M | +4.0% | -3.3% | +7.2% | +4.2% |
| 6M | +17.9% | -9.3% | +27.3% | +19.0% |
| YTD | +20.2% | +1.6% | +18.6% | +20.8% |
| All | +25.7% | +24.3% | +1.4% | +25.2% |
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 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