+156.3%
FDX vs GSK
+101.6%
+54.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.8% |
| 7D | +0.2% | +4.9% | -4.7% | -1.1% |
| 30D | +9.3% | +10.8% | -1.5% | +6.2% |
| 3M | +0.5% | -1.8% | +2.3% | +0.8% |
| 6M | +5.3% | +4.1% | +1.2% | +3.8% |
| YTD | +38.6% | +7.9% | +30.7% | +35.3% |
| 1Y | +53.5% | +14.4% | +39.1% | +47.5% |
| 3Y | +74.2% | +68.1% | +6.1% | +46.3% |
| 5Y | +75.3% | +47.7% | +27.6% | +50.5% |
| 10Y | +156.3% | +100.5% | +55.8% | +100.1% |
| All | +156.3% | +101.6% | +54.7% | +100.1% |
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