+76.7%
GSK vs FDS
+66.9%
+9.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | +0.2% |
| 7D | -5.4% | -16.0% | +10.6% | -2.0% |
| 30D | -4.6% | -6.7% | +2.1% | -3.4% |
| 3M | -5.1% | +6.0% | -11.1% | -6.8% |
| 6M | -11.4% | +25.1% | -36.5% | -16.9% |
| YTD | +0.7% | -8.1% | +8.9% | +1.4% |
| 1Y | +23.0% | -26.0% | +49.0% | +30.6% |
| 3Y | +48.0% | -36.4% | +84.4% | +61.9% |
| 5Y | +48.2% | -27.7% | +75.9% | +53.5% |
| All | +76.7% | +66.9% | +9.8% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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