+541.4%
FICO vs GSK
+105.0%
+436.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +2.2% | +1.1% | +1.1% | +1.8% |
| 30D | +0.1% | +6.3% | -6.3% | -2.5% |
| 3M | -35.2% | +1.8% | -37.0% | -35.7% |
| 6M | -32.4% | +1.7% | -34.0% | -32.9% |
| YTD | -57.4% | +6.5% | -63.9% | -58.9% |
| 1Y | -58.5% | +9.5% | -68.0% | -60.5% |
| 3Y | -28.9% | +65.3% | -94.2% | -46.6% |
| 5Y | +91.7% | +43.7% | +48.0% | +50.6% |
| All | +541.4% | +105.0% | +436.4% | +319.7% |
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