+69,298.0%
FAST vs GSK
+1,705.8%
+67,592.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | -0.4% | -1.8% | +1.5% | +0.3% |
| 30D | -0.8% | -2.2% | +1.4% | -0.1% |
| 3M | +5.8% | -1.8% | +7.6% | +6.2% |
| 6M | +8.0% | -10.6% | +18.6% | +11.8% |
| YTD | +25.6% | +4.4% | +21.2% | +23.0% |
| 1Y | +0.8% | +30.4% | -29.6% | -9.1% |
| 3Y | +86.1% | +60.1% | +26.0% | +53.1% |
| 5Y | +100.2% | +46.8% | +53.4% | +66.9% |
| 10Y | +494.2% | +79.2% | +415.0% | +353.1% |
| All | +69,298.0% | +1,705.8% | +67,592.2% | +24,293.8% |
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