+226.3%
FIS vs GSK
+193.6%
+32.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.2% |
| 7D | -3.5% | +0.5% | -4.0% | -3.7% |
| 30D | -19.4% | +9.4% | -28.9% | -22.9% |
| 3M | -31.6% | +1.6% | -33.2% | -32.7% |
| 6M | -32.5% | +1.3% | -33.8% | -33.7% |
| YTD | -56.0% | +6.0% | -62.0% | -57.9% |
| 1Y | -55.5% | +9.1% | -64.6% | -58.0% |
| 3Y | -41.3% | +65.4% | -106.7% | -54.7% |
| 5Y | -72.3% | +43.0% | -115.2% | -77.6% |
| 10Y | -55.0% | +103.1% | -158.0% | -69.1% |
| All | +226.3% | +193.6% | +32.7% | +71.8% |
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