+2,900.6%
FITB vs GSK
+1,726.1%
+1,174.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +2.8% | +0.2% | +2.5% | +2.6% |
| 30D | +9.8% | +5.4% | +4.4% | +7.3% |
| 3M | -5.2% | +0.9% | -6.1% | -6.0% |
| 6M | +17.3% | +0.7% | +16.6% | +16.1% |
| YTD | +19.3% | +5.6% | +13.7% | +15.2% |
| 1Y | +32.7% | +8.5% | +24.2% | +26.6% |
| 3Y | +141.6% | +63.8% | +77.8% | +86.4% |
| 5Y | +48.9% | +42.4% | +6.4% | +20.1% |
| 10Y | +216.5% | +102.3% | +114.2% | +117.5% |
| All | +2,900.6% | +1,726.1% | +1,174.5% | +1,123.4% |
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 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