+153.5%
FDX vs GSK
+103.1%
+50.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | +11.3% | +5.4% | +5.9% | +9.7% |
| 3M | -4.1% | +0.9% | -5.0% | -4.5% |
| 6M | +9.6% | +0.7% | +8.9% | +9.1% |
| YTD | +40.9% | +5.6% | +35.3% | +38.3% |
| 1Y | +53.0% | +8.5% | +44.5% | +49.1% |
| 3Y | +74.1% | +63.8% | +10.3% | +47.1% |
| 5Y | +75.1% | +42.4% | +32.6% | +52.1% |
| All | +153.5% | +103.1% | +50.4% | +96.2% |
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 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