-80.3%
FIG vs GSK
+35.6%
-116.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -3.0% | -6.0% |
| 7D | -16.4% | -4.2% | -12.2% | -16.8% |
| 30D | -2.3% | -7.5% | +5.2% | -3.3% |
| 3M | +7.8% | -3.3% | +11.1% | +7.4% |
| 6M | -21.8% | -9.3% | -12.5% | -22.6% |
| YTD | -39.1% | +1.6% | -40.7% | -40.4% |
| 1Y | -56.6% | +25.5% | -82.1% | -58.2% |
| All | -80.3% | +35.6% | -116.0% | -79.3% |
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