+175.5%
FDX vs GSK
+76.8%
+98.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.9% |
| 7D | -3.3% | -4.2% | +0.9% | -2.1% |
| 30D | -1.4% | -7.5% | +6.1% | +0.7% |
| 3M | -4.5% | -3.3% | -1.2% | -3.8% |
| 6M | +9.4% | -9.3% | +18.7% | +12.1% |
| YTD | +36.0% | +1.6% | +34.4% | +35.1% |
| 1Y | +75.5% | +25.5% | +50.0% | +64.2% |
| 3Y | +62.8% | +49.3% | +13.5% | +41.7% |
| 5Y | +64.4% | +46.7% | +17.7% | +40.4% |
| 10Y | +175.5% | +76.8% | +98.7% | +124.3% |
| All | +175.5% | +76.8% | +98.7% | +124.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling