+948.1%
FIX vs GSK
+43.2%
+904.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | -17.5% | +1.7% | -19.1% | -17.2% |
| 30D | -41.6% | +7.0% | -48.6% | -41.3% |
| 3M | -40.6% | -2.7% | -37.9% | -40.4% |
| 6M | -49.4% | +1.4% | -50.8% | -49.3% |
| YTD | +9.2% | +5.3% | +3.8% | +9.7% |
| 1Y | +6.5% | +10.6% | -4.2% | +6.9% |
| 3Y | +448.7% | +62.6% | +386.1% | +428.3% |
| All | +948.1% | +43.2% | +904.9% | +873.7% |
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 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