+1,348.4%
FERG vs GSK
+173.9%
+1,174.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.6% |
| 7D | 0.0% | -1.8% | +1.8% | +0.2% |
| 30D | -10.2% | -2.2% | -8.0% | -9.9% |
| 3M | -0.6% | -1.8% | +1.2% | -0.4% |
| 6M | -6.5% | -10.6% | +4.1% | -5.0% |
| YTD | +4.2% | +4.4% | -0.2% | +3.3% |
| 1Y | -2.3% | +30.4% | -32.7% | -6.4% |
| 3Y | +48.5% | +60.1% | -11.6% | +36.8% |
| 5Y | +72.0% | +46.8% | +25.2% | +59.1% |
| 10Y | +369.9% | +79.2% | +290.7% | +324.6% |
| All | +1,348.4% | +173.9% | +1,174.6% | +1,131.0% |
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 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