+8.1%
IYR vs GSK
+31.2%
-23.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | -2.9% | -2.2% | -0.7% | -2.5% |
| 3M | +0.8% | -1.8% | +2.6% | +1.1% |
| 6M | +1.9% | -10.6% | +12.5% | +3.1% |
| YTD | +9.6% | +4.4% | +5.2% | +9.7% |
| 1Y | +8.1% | +30.4% | -22.3% | +6.2% |
| All | +8.1% | +31.2% | -23.2% | +6.2% |
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