+584.9%
GSK vs FDS
+9,502.8%
-8,917.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.4% |
| 7D | -1.8% | -1.9% | +0.1% | -1.5% |
| 30D | -2.2% | +9.0% | -11.2% | -3.6% |
| 3M | -1.8% | +18.9% | -20.7% | -4.9% |
| 6M | -10.6% | +35.1% | -45.7% | -15.7% |
| YTD | +4.4% | +5.5% | -1.1% | +2.1% |
| 1Y | +30.4% | -16.8% | +47.2% | +32.1% |
| 3Y | +60.1% | -28.1% | +88.1% | +65.2% |
| 5Y | +46.8% | -17.4% | +64.2% | +47.1% |
| 10Y | +79.2% | +85.4% | -6.2% | +55.9% |
| All | +584.9% | +9,502.8% | -8,917.9% | +284.6% |
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