+34.3%
FANG vs GSK
+14.9%
+19.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.0% | -9.9% | -4.1% |
| 7D | -11.3% | +4.9% | -16.3% | -10.5% |
| 30D | -0.7% | +9.9% | -10.5% | +1.0% |
| 3M | -4.2% | +0.2% | -4.3% | -3.9% |
| 6M | -13.5% | +2.3% | -15.8% | -12.9% |
| YTD | +23.7% | +7.1% | +16.7% | +20.2% |
| 1Y | +34.3% | +13.1% | +21.2% | +30.5% |
| All | +34.3% | +14.9% | +19.4% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling