+49.3%
GSK vs FDS
-30.4%
+79.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -2.4% |
| 7D | -4.2% | -5.4% | +1.2% | -3.8% |
| 30D | -7.5% | +1.6% | -9.1% | -7.6% |
| 3M | -3.3% | +17.7% | -21.0% | -4.2% |
| 6M | -9.3% | +29.1% | -38.4% | -10.7% |
| YTD | +1.6% | +1.0% | +0.6% | +3.4% |
| 1Y | +25.5% | -21.6% | +47.1% | +33.9% |
| 3Y | +49.3% | -30.1% | +79.4% | +61.2% |
| All | +49.3% | -30.4% | +79.7% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling