-80.8%
FIG vs GSK
+34.5%
-115.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | -12.2% | -5.4% | -6.8% | -12.8% |
| 30D | -11.0% | -4.6% | -6.4% | -11.5% |
| 3M | +11.9% | -5.1% | +17.0% | +11.2% |
| 6M | -21.9% | -11.4% | -10.5% | -22.7% |
| YTD | -40.8% | +0.7% | -41.5% | -42.1% |
| 1Y | -56.6% | +23.0% | -79.7% | -58.2% |
| All | -80.8% | +34.5% | -115.3% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling