+539.5%
FICO vs GSK
+102.0%
+437.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +4.0% | -1.1% | +5.0% | +4.4% |
| 30D | -1.5% | +7.8% | -9.3% | -4.6% |
| 3M | -29.8% | +0.3% | -30.1% | -30.0% |
| 6M | -33.3% | +3.4% | -36.7% | -34.3% |
| YTD | -56.9% | +5.9% | -62.8% | -58.3% |
| 1Y | -59.5% | +8.2% | -67.7% | -61.2% |
| 3Y | -26.9% | +65.3% | -92.1% | -45.2% |
| 5Y | +92.9% | +43.3% | +49.6% | +51.6% |
| 10Y | +539.5% | +102.9% | +436.6% | +320.1% |
| All | +539.5% | +102.0% | +437.5% | +320.1% |
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