+68.4%
FITB vs GSK
+47.3%
+21.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.4% | -3.6% | +3.2% | +0.4% |
| 30D | -5.1% | -5.9% | +0.8% | -3.9% |
| 3M | +3.5% | -4.3% | +7.8% | +4.4% |
| 6M | +17.2% | -10.8% | +28.0% | +20.0% |
| YTD | +17.6% | +1.8% | +15.9% | +16.8% |
| 1Y | +23.4% | +23.5% | -0.1% | +17.0% |
| 3Y | +129.7% | +49.5% | +80.2% | +102.0% |
| 5Y | +68.4% | +49.7% | +18.7% | +47.1% |
| All | +68.4% | +47.3% | +21.1% | +47.1% |
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