+547.9%
FAST vs GSK
+101.6%
+446.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.3% |
| 7D | +3.8% | +4.9% | -1.1% | +2.4% |
| 30D | +8.1% | +10.8% | -2.8% | +4.7% |
| 3M | +5.8% | -1.8% | +7.6% | +6.1% |
| 6M | +24.9% | +4.1% | +20.7% | +22.9% |
| YTD | +38.9% | +7.9% | +31.0% | +34.8% |
| 1Y | +36.5% | +14.4% | +22.0% | +30.1% |
| 3Y | +98.1% | +68.1% | +30.0% | +63.7% |
| 5Y | +109.3% | +47.7% | +61.6% | +77.5% |
| 10Y | +547.9% | +100.5% | +447.4% | +399.3% |
| All | +547.9% | +101.6% | +446.3% | +399.3% |
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