+65.5%
FDX vs GSK
+63.2%
+2.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -1.6% | +1.7% | -3.3% | -1.9% |
| 30D | +6.6% | +7.0% | -0.4% | +5.3% |
| 3M | -2.1% | -2.7% | +0.6% | -1.7% |
| 6M | +2.2% | +1.4% | +0.7% | +1.8% |
| YTD | +33.9% | +5.3% | +28.6% | +33.3% |
| 1Y | +50.2% | +10.6% | +39.6% | +48.8% |
| 3Y | +65.5% | +62.6% | +2.9% | +53.6% |
| All | +65.5% | +63.2% | +2.3% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling