+576.2%
FE vs GSK
+309.1%
+267.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | 0.0% |
| 7D | +1.9% | -1.8% | +3.8% | +2.5% |
| 30D | -1.2% | -2.2% | +1.0% | -0.6% |
| 3M | +3.5% | -1.8% | +5.3% | +3.8% |
| 6M | -6.1% | -10.6% | +4.5% | -3.3% |
| YTD | +7.6% | +4.4% | +3.2% | +5.4% |
| 1Y | +11.9% | +30.4% | -18.5% | +2.2% |
| 3Y | +48.4% | +60.1% | -11.6% | +25.4% |
| 5Y | +44.8% | +46.8% | -2.0% | +23.9% |
| 10Y | +115.9% | +79.2% | +36.7% | +73.0% |
| All | +576.2% | +309.1% | +267.1% | +342.3% |
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