+3,916.3%
FDX vs GSK
+1,721.8%
+2,194.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -1.6% | +1.7% | -3.3% | -2.1% |
| 30D | +6.6% | +7.0% | -0.4% | +4.4% |
| 3M | -2.1% | -2.7% | +0.6% | -1.5% |
| 6M | +2.2% | +1.4% | +0.7% | +1.3% |
| YTD | +33.9% | +5.3% | +28.6% | +31.2% |
| 1Y | +50.2% | +10.6% | +39.6% | +44.9% |
| 3Y | +65.5% | +62.6% | +2.9% | +38.5% |
| 5Y | +74.1% | +41.7% | +32.4% | +49.7% |
| 10Y | +156.7% | +104.7% | +51.9% | +93.4% |
| All | +3,916.3% | +1,721.8% | +2,194.6% | +1,572.9% |
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