+49.8%
FE vs GSK
+65.0%
-15.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.3% | +0.5% | -0.7% | -0.4% |
| 30D | +3.9% | +9.4% | -5.6% | +2.3% |
| 3M | -0.1% | +1.6% | -1.7% | -0.5% |
| 6M | +6.1% | +1.3% | +4.8% | +5.7% |
| YTD | +8.1% | +6.0% | +2.1% | +6.5% |
| 1Y | +4.4% | +9.1% | -4.7% | +2.3% |
| All | +49.8% | +65.0% | -15.2% | +29.6% |
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