+2,105.4%
FIX vs GSK
+48.0%
+2,057.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.9% |
| 7D | +6.0% | -1.8% | +7.9% | +6.0% |
| 30D | -7.2% | -2.2% | -5.1% | -7.2% |
| 3M | -15.9% | -1.8% | -14.0% | -15.9% |
| 6M | +12.7% | -10.6% | +23.4% | +13.1% |
| YTD | +72.8% | +4.4% | +68.4% | +72.6% |
| 1Y | +122.9% | +30.4% | +92.5% | +119.5% |
| 3Y | +774.3% | +60.1% | +714.3% | +722.5% |
| All | +2,105.4% | +48.0% | +2,057.4% | +1,861.2% |
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