+2,895.1%
FITB vs GSK
+1,731.5%
+1,163.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -0.6% | -1.1% | +0.5% | -0.1% |
| 30D | +7.0% | +7.8% | -0.8% | +3.5% |
| 3M | -4.8% | +0.3% | -5.1% | -5.4% |
| 6M | +13.5% | +3.4% | +10.1% | +11.1% |
| YTD | +19.1% | +5.9% | +13.2% | +14.8% |
| 1Y | +30.8% | +8.2% | +22.5% | +24.9% |
| 3Y | +141.6% | +65.3% | +76.4% | +85.7% |
| 5Y | +48.3% | +43.3% | +5.0% | +19.3% |
| 10Y | +215.9% | +102.9% | +113.0% | +116.9% |
| All | +2,895.1% | +1,731.5% | +1,163.6% | +1,119.7% |
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