+50.0%
FANG vs GSK
+47.2%
+2.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -3.5% | +6.4% | +2.7% |
| 30D | +2.6% | -3.4% | +6.1% | +2.5% |
| 3M | +7.6% | -8.1% | +15.7% | +7.2% |
| 6M | +17.3% | -11.1% | +28.5% | +16.9% |
| YTD | +38.7% | +0.7% | +37.9% | +37.9% |
| 1Y | +51.6% | +20.1% | +31.5% | +51.0% |
| 3Y | +50.0% | +46.1% | +3.8% | +46.2% |
| All | +50.0% | +47.2% | +2.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling