-40.9%
FIS vs GSK
+80.2%
-121.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -9.1% | -3.6% | -5.5% | -7.8% |
| 30D | -10.4% | -5.9% | -4.5% | -8.4% |
| 3M | -3.7% | -4.3% | +0.6% | -2.3% |
| 6M | -24.8% | -10.8% | -14.0% | -21.8% |
| YTD | -41.6% | +1.8% | -43.4% | -42.7% |
| 1Y | -42.7% | +23.5% | -66.2% | -48.4% |
| 3Y | -26.2% | +49.5% | -75.8% | -40.5% |
| 5Y | -66.1% | +49.7% | -115.8% | -73.5% |
| 10Y | -40.9% | +81.9% | -122.8% | -57.4% |
| All | -40.9% | +80.2% | -121.1% | -57.4% |
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 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