+93.7%
FAST vs GSK
+63.2%
+30.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +2.1% | +1.7% | +0.4% | +1.7% |
| 30D | +6.9% | +7.0% | -0.2% | +5.3% |
| 3M | +4.8% | -2.7% | +7.5% | +5.3% |
| 6M | +19.8% | +1.4% | +18.4% | +19.2% |
| YTD | +34.9% | +5.3% | +29.6% | +33.2% |
| 1Y | +32.8% | +10.6% | +22.1% | +30.0% |
| 3Y | +93.7% | +62.6% | +31.2% | +83.0% |
| All | +93.7% | +63.2% | +30.5% | +83.0% |
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