+8.6%
FOXA vs GSK
+31.2%
-22.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.2% |
| 7D | -4.0% | -1.8% | -2.1% | -3.8% |
| 30D | +12.0% | -2.2% | +14.2% | +12.2% |
| 3M | +0.3% | -1.8% | +2.1% | +0.6% |
| 6M | +12.5% | -10.6% | +23.1% | +12.9% |
| YTD | -9.6% | +4.4% | -14.1% | -10.4% |
| 1Y | +8.6% | +30.4% | -21.8% | +5.4% |
| All | +8.6% | +31.2% | -22.7% | +5.4% |
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