+92.4%
FOXA vs GSK
+68.2%
+24.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +0.8% | -3.5% | +4.3% | +1.7% |
| 30D | +5.0% | -3.4% | +8.5% | +5.9% |
| 3M | -3.0% | -8.1% | +5.1% | -1.0% |
| 6M | +14.8% | -11.1% | +25.9% | +18.0% |
| YTD | -8.9% | +0.7% | -9.7% | -10.0% |
| 1Y | +13.3% | +20.1% | -6.8% | +6.0% |
| 3Y | +115.4% | +46.1% | +69.3% | +84.2% |
| 5Y | +95.3% | +48.2% | +47.0% | +60.3% |
| All | +92.4% | +68.2% | +24.1% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling