+6.1%
IYR vs GSK
+47.2%
-41.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.8% | -5.4% | +2.6% | -1.5% |
| 30D | -2.5% | -4.6% | +2.1% | -1.5% |
| 3M | -3.0% | -5.1% | +2.2% | -1.9% |
| 6M | +1.6% | -11.4% | +13.1% | +4.4% |
| YTD | +7.3% | +0.7% | +6.6% | +6.6% |
| 1Y | +5.6% | +23.0% | -17.4% | -0.6% |
| 3Y | +28.1% | +48.0% | -19.8% | +13.0% |
| 5Y | +6.1% | +48.2% | -42.1% | -9.4% |
| All | +6.1% | +47.2% | -41.1% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling