+92.9%
FICO vs GSK
+43.9%
+49.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +4.0% | -1.1% | +5.0% | +4.2% |
| 30D | -1.5% | +7.8% | -9.3% | -2.9% |
| 3M | -29.8% | +0.3% | -30.1% | -29.8% |
| 6M | -33.3% | +3.4% | -36.7% | -33.6% |
| YTD | -56.9% | +5.9% | -62.8% | -57.4% |
| 1Y | -59.5% | +8.2% | -67.7% | -60.1% |
| 3Y | -26.9% | +65.3% | -92.1% | -35.8% |
| 5Y | +92.9% | +43.3% | +49.6% | +63.2% |
| All | +92.9% | +43.9% | +49.0% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling