+96.2%
FAST vs GSK
+67.2%
+29.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +4.8% | +5.2% | -0.4% | +3.7% |
| 30D | +8.6% | +10.2% | -1.6% | +6.4% |
| 3M | +5.7% | -0.9% | +6.6% | +5.7% |
| 6M | +25.5% | +3.5% | +22.0% | +24.3% |
| YTD | +39.6% | +7.2% | +32.4% | +37.3% |
| 1Y | +35.5% | +12.0% | +23.5% | +32.3% |
| 3Y | +96.2% | +67.3% | +28.9% | +85.1% |
| All | +96.2% | +67.2% | +29.0% | +85.1% |
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