+98.5%
FLEX vs GSK
+31.2%
+67.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.3% |
| 7D | -0.9% | -1.8% | +0.9% | -1.1% |
| 30D | -10.1% | -2.2% | -8.0% | -10.3% |
| 3M | -31.3% | -1.8% | -29.5% | -31.4% |
| 6M | +71.3% | -10.6% | +81.9% | +71.3% |
| YTD | +81.2% | +4.4% | +76.8% | +82.0% |
| 1Y | +98.5% | +30.4% | +68.1% | +93.9% |
| All | +98.5% | +31.2% | +67.3% | +93.9% |
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