-65.6%
FIS vs GSK
+46.9%
-112.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -5.2% |
| 7D | -3.5% | -4.2% | +0.7% | -2.4% |
| 30D | -7.8% | -7.5% | -0.3% | -6.1% |
| 3M | +0.8% | -3.3% | +4.1% | +1.6% |
| 6M | -21.9% | -9.3% | -12.6% | -20.3% |
| YTD | -39.5% | +1.6% | -41.1% | -40.1% |
| 1Y | -41.0% | +25.5% | -66.5% | -44.9% |
| 3Y | -23.6% | +49.3% | -72.9% | -33.0% |
| 5Y | -65.6% | +46.7% | -112.3% | -70.7% |
| All | -65.6% | +46.9% | -112.5% | -70.7% |
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