+12,471.5%
FIX vs GSK
+326.1%
+12,145.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.6% |
| 7D | +6.0% | -1.8% | +7.9% | +6.7% |
| 30D | -7.2% | -2.2% | -5.1% | -6.7% |
| 3M | -15.9% | -1.8% | -14.0% | -16.1% |
| 6M | +12.7% | -10.6% | +23.4% | +16.4% |
| YTD | +72.8% | +4.4% | +68.4% | +67.3% |
| 1Y | +122.9% | +30.4% | +92.5% | +96.7% |
| 3Y | +774.3% | +60.1% | +714.3% | +582.2% |
| 5Y | +2,049.5% | +46.8% | +2,002.7% | +1,607.1% |
| 10Y | +5,821.5% | +79.2% | +5,742.2% | +4,194.2% |
| All | +12,471.5% | +326.1% | +12,145.4% | +5,565.6% |
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