+78,645.2%
FICO vs GSK
+1,721.8%
+76,923.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | +1.7% | -2.6% | -1.5% |
| 30D | +3.3% | +7.0% | -3.7% | +1.3% |
| 3M | -31.7% | -2.7% | -29.1% | -31.3% |
| 6M | -34.0% | +1.4% | -35.4% | -34.3% |
| YTD | -58.3% | +5.3% | -63.7% | -59.2% |
| 1Y | -57.9% | +10.6% | -68.6% | -59.4% |
| 3Y | -24.1% | +62.6% | -86.7% | -35.5% |
| 5Y | +85.3% | +41.7% | +43.6% | +61.6% |
| 10Y | +520.3% | +104.7% | +415.6% | +392.3% |
| All | +78,645.2% | +1,721.8% | +76,923.4% | +54,293.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling