-55.5%
FIS vs GSK
+102.9%
-158.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -27.4% | +5.2% | -32.6% | -29.1% |
| 30D | -16.8% | +10.2% | -27.0% | -20.3% |
| 3M | -32.6% | -0.9% | -31.7% | -32.9% |
| 6M | -33.4% | +3.5% | -36.9% | -34.9% |
| YTD | -56.0% | +7.2% | -63.3% | -58.0% |
| 1Y | -55.1% | +12.0% | -67.1% | -57.9% |
| 3Y | -41.4% | +67.3% | -108.7% | -55.4% |
| 5Y | -72.7% | +45.3% | -117.9% | -78.2% |
| 10Y | -55.5% | +101.8% | -157.2% | -69.3% |
| All | -55.5% | +102.9% | -158.4% | -69.3% |
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 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