+700.6%
IYR vs GSK
+187.6%
+513.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | -1.2% | -1.8% | +0.6% | -0.5% |
| 30D | -2.9% | -2.2% | -0.7% | -2.1% |
| 3M | +0.8% | -1.8% | +2.6% | +1.3% |
| 6M | +1.9% | -10.6% | +12.5% | +6.2% |
| YTD | +9.6% | +4.4% | +5.2% | +6.5% |
| 1Y | +8.1% | +30.4% | -22.3% | -5.3% |
| 3Y | +29.2% | +60.1% | -30.9% | +0.5% |
| 5Y | +4.3% | +46.8% | -42.5% | -17.3% |
| 10Y | +64.7% | +79.2% | -14.5% | +17.1% |
| All | +700.6% | +187.6% | +513.0% | +320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling