+81.0%
F vs GSK
+101.6%
-20.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.2% |
| 7D | -0.6% | +4.9% | -5.5% | -2.3% |
| 30D | +2.9% | +10.8% | -8.0% | -1.0% |
| 3M | -9.5% | -1.8% | -7.7% | -9.1% |
| 6M | +4.0% | +4.1% | -0.1% | +1.9% |
| YTD | -1.3% | +7.9% | -9.1% | -4.8% |
| 1Y | -1.9% | +14.4% | -16.4% | -7.6% |
| 3Y | +53.5% | +68.1% | -14.6% | +18.5% |
| 5Y | -15.1% | +47.7% | -62.8% | -31.6% |
| 10Y | +81.0% | +100.5% | -19.5% | +27.2% |
| All | +81.0% | +101.6% | -20.6% | +27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling