+4,087.3%
FDX vs GSK
+1,705.8%
+2,381.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | 0.0% |
| 7D | -2.5% | -1.8% | -0.7% | -2.0% |
| 30D | +3.8% | -2.2% | +6.0% | +4.4% |
| 3M | -1.3% | -1.8% | +0.5% | -1.0% |
| 6M | +5.0% | -10.6% | +15.6% | +8.4% |
| YTD | +39.6% | +4.4% | +35.2% | +37.3% |
| 1Y | +81.1% | +30.4% | +50.7% | +65.7% |
| 3Y | +63.0% | +60.1% | +3.0% | +37.0% |
| 5Y | +65.6% | +46.8% | +18.8% | +40.8% |
| 10Y | +183.4% | +79.2% | +104.1% | +122.7% |
| All | +4,087.3% | +1,705.8% | +2,381.5% | +1,650.8% |
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