-83.6%
FIG vs GSK
+41.4%
-125.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +1.8% |
| 7D | -14.3% | -1.1% | -13.2% | -14.3% |
| 30D | -13.6% | +7.8% | -21.5% | -13.1% |
| 3M | -23.7% | +0.3% | -24.0% | -23.9% |
| 6M | -5.4% | +3.4% | -8.8% | -5.3% |
| YTD | -49.2% | +5.9% | -55.1% | -50.2% |
| 1Y | -57.4% | +8.2% | -65.6% | -58.3% |
| All | -83.6% | +41.4% | -125.0% | -82.7% |
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