+2,896.1%
FITB vs GSK
+1,705.8%
+1,190.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.6% |
| 7D | +0.6% | -1.8% | +2.4% | +1.4% |
| 30D | -4.7% | -2.2% | -2.6% | -4.1% |
| 3M | +6.7% | -1.8% | +8.5% | +7.1% |
| 6M | +12.6% | -10.6% | +23.2% | +17.3% |
| YTD | +19.1% | +4.4% | +14.7% | +15.9% |
| 1Y | +22.6% | +30.4% | -7.8% | +7.8% |
| 3Y | +127.1% | +60.1% | +67.1% | +77.2% |
| 5Y | +71.8% | +46.8% | +25.0% | +37.0% |
| 10Y | +287.2% | +79.2% | +208.0% | +180.9% |
| All | +2,896.1% | +1,705.8% | +1,190.3% | +1,131.0% |
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