-58.8%
FICO vs GSK
+14.2%
-72.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.1% |
| 7D | -0.1% | +4.9% | -5.0% | -1.4% |
| 30D | +8.4% | +10.8% | -2.4% | +5.2% |
| 3M | -30.5% | -1.8% | -28.7% | -30.3% |
| 6M | -35.7% | +4.1% | -39.8% | -35.8% |
| YTD | -57.2% | +7.9% | -65.1% | -58.8% |
| All | -58.8% | +14.2% | -72.9% | -61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling