+10,678.2%
FISV vs GSK
+1,657.0%
+9,021.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.2% |
| 7D | -1.6% | -4.2% | +2.6% | -0.2% |
| 30D | -3.0% | -7.5% | +4.6% | -0.5% |
| 3M | -3.5% | -3.3% | -0.2% | -2.6% |
| 6M | -19.4% | -9.3% | -10.1% | -17.1% |
| YTD | -24.3% | +1.6% | -25.9% | -25.2% |
| 1Y | -62.4% | +25.5% | -87.9% | -66.0% |
| 3Y | -58.2% | +49.3% | -107.4% | -65.3% |
| 5Y | -56.5% | +46.7% | -103.2% | -64.2% |
| 10Y | -0.5% | +76.8% | -77.3% | -23.4% |
| All | +10,678.2% | +1,657.0% | +9,021.2% | +4,940.0% |
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