+282.0%
FITB vs GSK
+80.0%
+202.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.9% |
| 7D | -1.0% | -5.4% | +4.4% | +1.2% |
| 30D | -5.5% | -4.6% | -0.9% | -3.9% |
| 3M | +4.1% | -5.1% | +9.2% | +5.8% |
| 6M | +18.7% | -11.4% | +30.1% | +23.9% |
| YTD | +18.2% | +0.7% | +17.4% | +16.7% |
| 1Y | +23.7% | +23.0% | +0.6% | +11.9% |
| 3Y | +130.8% | +48.0% | +82.8% | +84.9% |
| 5Y | +69.8% | +48.2% | +21.6% | +31.8% |
| All | +282.0% | +80.0% | +202.0% | +177.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling