+111.1%
FAST vs GSK
+43.9%
+67.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +4.3% | -1.1% | +5.4% | +4.5% |
| 30D | +8.3% | +7.8% | +0.5% | +6.7% |
| 3M | +6.5% | +0.3% | +6.2% | +6.2% |
| 6M | +29.5% | +3.4% | +26.1% | +28.4% |
| YTD | +41.3% | +5.9% | +35.4% | +39.3% |
| 1Y | +37.4% | +8.2% | +29.2% | +35.0% |
| 3Y | +98.5% | +65.3% | +33.3% | +79.9% |
| 5Y | +111.1% | +43.3% | +67.8% | +89.2% |
| All | +111.1% | +43.9% | +67.2% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling