+79.8%
F vs GSK
+103.4%
-23.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +1.6% | +1.7% | -0.1% | +0.9% |
| 30D | +2.6% | +7.0% | -4.4% | 0.0% |
| 3M | -8.8% | -2.7% | -6.2% | -8.2% |
| 6M | +4.6% | +1.4% | +3.2% | +3.5% |
| YTD | -1.9% | +5.3% | -7.2% | -4.6% |
| 1Y | -0.8% | +10.6% | -11.4% | -5.3% |
| 3Y | +43.5% | +62.6% | -19.1% | +12.3% |
| 5Y | -12.1% | +41.7% | -53.7% | -27.8% |
| All | +79.8% | +103.4% | -23.5% | +28.8% |
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