-58.5%
FICO vs GSK
+9.8%
-68.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +0.1% | +6.3% | -6.3% | -1.8% |
| 3M | -35.2% | +1.8% | -37.0% | -35.3% |
| 6M | -32.4% | +1.7% | -34.0% | -32.1% |
| YTD | -57.4% | +6.5% | -63.9% | -58.6% |
| 1Y | -58.5% | +9.5% | -68.0% | -60.3% |
| All | -58.5% | +9.8% | -68.3% | -60.3% |
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