+90.8%
FOXA vs GSK
+74.4%
+16.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.9% |
| 7D | -4.0% | -1.8% | -2.1% | -3.5% |
| 30D | +12.0% | -2.2% | +14.2% | +12.6% |
| 3M | +0.3% | -1.8% | +2.1% | +0.7% |
| 6M | +12.5% | -10.6% | +23.1% | +15.5% |
| YTD | -9.6% | +4.4% | -14.1% | -11.5% |
| 1Y | +8.6% | +30.4% | -21.8% | -0.7% |
| 3Y | +118.5% | +60.1% | +58.5% | +81.1% |
| 5Y | +88.8% | +46.8% | +42.0% | +57.6% |
| All | +90.8% | +74.4% | +16.4% | +40.0% |
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