-55.8%
FISV vs GSK
+47.2%
-103.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -7.2% | -5.4% | -1.8% | -6.6% |
| 30D | -7.2% | -4.6% | -2.6% | -6.7% |
| 3M | -8.2% | -5.1% | -3.1% | -7.6% |
| 6M | -17.7% | -11.4% | -6.3% | -16.7% |
| YTD | -27.2% | +0.7% | -27.9% | -27.1% |
| 1Y | -63.0% | +23.0% | -86.0% | -64.1% |
| 3Y | -59.8% | +48.0% | -107.7% | -63.2% |
| 5Y | -55.8% | +48.2% | -104.0% | -60.4% |
| All | -55.8% | +47.2% | -103.0% | -60.4% |
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 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