+499.7%
FICO vs GSK
+103.4%
+396.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.9% | +1.7% | -2.6% | -1.7% |
| 30D | +3.3% | +7.0% | -3.7% | +0.4% |
| 3M | -31.7% | -2.7% | -29.1% | -31.1% |
| 6M | -34.0% | +1.4% | -35.4% | -34.5% |
| YTD | -58.3% | +5.3% | -63.7% | -59.6% |
| 1Y | -57.9% | +10.6% | -68.6% | -60.1% |
| 3Y | -24.1% | +62.6% | -86.7% | -42.6% |
| 5Y | +85.3% | +41.7% | +43.6% | +46.6% |
| All | +499.7% | +103.4% | +396.3% | +297.4% |
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