+25.0%
FLEX vs GSK
+14.9%
+10.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.0% | -17.4% | -10.0% |
| 7D | -17.0% | +4.9% | -21.9% | -14.7% |
| 30D | -33.8% | +9.9% | -43.7% | -31.2% |
| 3M | -39.0% | +0.2% | -39.2% | -37.5% |
| 6M | -15.9% | +2.3% | -18.2% | -13.6% |
| YTD | +27.8% | +7.1% | +20.8% | +33.5% |
| 1Y | +25.0% | +13.1% | +11.8% | +28.2% |
| All | +25.0% | +14.9% | +10.1% | +28.2% |
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