+104.2%
FE vs GSK
+103.4%
+0.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | 0.0% | +1.7% | -1.7% | -0.6% |
| 30D | +5.2% | +7.0% | -1.9% | +2.6% |
| 3M | 0.0% | -2.7% | +2.6% | +0.6% |
| 6M | +5.0% | +1.4% | +3.6% | +4.0% |
| YTD | +7.9% | +5.3% | +2.5% | +4.6% |
| 1Y | +6.3% | +10.6% | -4.3% | +1.1% |
| 3Y | +46.0% | +62.6% | -16.6% | +15.7% |
| 5Y | +45.6% | +41.7% | +4.0% | +20.1% |
| All | +104.2% | +103.4% | +0.9% | +41.0% |
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 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