+11.3%
FE vs GSK
+22.9%
-11.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -1.7% | -5.4% | +3.7% | -1.1% |
| 30D | -1.3% | -4.6% | +3.3% | -0.8% |
| 3M | +0.6% | -5.1% | +5.7% | +1.1% |
| 6M | -6.8% | -11.4% | +4.6% | -6.1% |
| YTD | +6.4% | +0.7% | +5.7% | +7.1% |
| 1Y | +11.3% | +23.0% | -11.8% | +10.7% |
| All | +11.3% | +22.9% | -11.6% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling