+14.4%
FIX vs GSK
+14.9%
-0.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.0% | -20.1% | -13.0% |
| 7D | -18.9% | +4.9% | -23.9% | -16.9% |
| 30D | -36.3% | +9.9% | -46.2% | -33.9% |
| 3M | -38.5% | +0.2% | -38.7% | -37.0% |
| 6M | -42.3% | +2.3% | -44.6% | -41.2% |
| YTD | +17.1% | +7.1% | +10.0% | +24.4% |
| 1Y | +14.4% | +13.1% | +1.3% | +21.3% |
| All | +14.4% | +14.9% | -0.5% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling