+104,095.6%
FICO vs GSK
+1,705.8%
+102,389.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -16.2% |
| 7D | -19.2% | -1.8% | -17.4% | -18.7% |
| 30D | -14.6% | -2.2% | -12.4% | -14.0% |
| 3M | -20.1% | -1.8% | -18.3% | -19.6% |
| 6M | -36.3% | -10.6% | -25.7% | -34.5% |
| YTD | -44.9% | +4.4% | -49.3% | -45.8% |
| 1Y | -38.6% | +30.4% | -69.0% | -43.6% |
| 3Y | +4.0% | +60.1% | -56.1% | -11.4% |
| 5Y | +99.5% | +46.8% | +52.7% | +72.4% |
| 10Y | +604.7% | +79.2% | +525.5% | +478.8% |
| All | +104,095.6% | +1,705.8% | +102,389.7% | +72,169.4% |
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