+1,440.5%
FANG vs GSK
+109.0%
+1,331.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -3.5% | +6.4% | +4.1% |
| 30D | +2.6% | -3.4% | +6.1% | +3.7% |
| 3M | +7.6% | -8.1% | +15.7% | +10.1% |
| 6M | +17.3% | -11.1% | +28.5% | +20.6% |
| YTD | +38.7% | +0.7% | +37.9% | +35.6% |
| 1Y | +51.6% | +20.1% | +31.5% | +38.1% |
| 3Y | +50.0% | +46.1% | +3.8% | +20.8% |
| 5Y | +237.6% | +48.2% | +189.3% | +161.5% |
| 10Y | +180.7% | +80.1% | +100.6% | +91.7% |
| All | +1,440.5% | +109.0% | +1,331.5% | +801.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling