+247.6%
FIS vs GSK
+193.4%
+54.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +7.9% | +7.2% |
| 7D | +1.5% | -1.1% | +2.6% | +1.9% |
| 30D | -11.8% | +7.8% | -19.7% | -15.1% |
| 3M | -28.5% | +0.3% | -28.8% | -29.3% |
| 6M | -27.0% | +3.4% | -30.5% | -28.9% |
| YTD | -53.1% | +5.9% | -59.0% | -55.1% |
| 1Y | -52.8% | +8.2% | -61.0% | -55.2% |
| 3Y | -37.5% | +65.3% | -102.8% | -51.7% |
| 5Y | -71.1% | +43.3% | -114.4% | -76.7% |
| 10Y | -52.0% | +102.9% | -154.9% | -67.1% |
| All | +247.6% | +193.4% | +54.2% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling