+603.3%
GSK vs FDS
+10,266.7%
-9,663.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +5.2% | -2.0% | +7.2% | +5.5% |
| 30D | +10.2% | +13.5% | -3.3% | +7.9% |
| 3M | -0.9% | +15.2% | -16.1% | -3.4% |
| 6M | +3.5% | +47.0% | -43.6% | -3.6% |
| YTD | +7.2% | +13.9% | -6.7% | +3.3% |
| 1Y | +12.0% | +25.2% | -13.2% | +6.1% |
| 3Y | +67.3% | -25.3% | +92.7% | +71.4% |
| 5Y | +45.3% | -23.3% | +68.6% | +47.0% |
| 10Y | +101.8% | +126.0% | -24.3% | +70.0% |
| All | +603.3% | +10,266.7% | -9,663.4% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling