+640.4%
FLEX vs GSK
+101.6%
+538.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.4% | +9.6% | +11.4% |
| 7D | -7.2% | +4.9% | -12.1% | -8.3% |
| 30D | -34.8% | +10.8% | -45.6% | -36.9% |
| 3M | -35.6% | -1.8% | -33.8% | -35.7% |
| 6M | -45.0% | +4.1% | -49.1% | -46.4% |
| YTD | +29.4% | +7.9% | +21.5% | +23.7% |
| 1Y | +24.8% | +14.4% | +10.3% | +16.8% |
| 3Y | +304.4% | +68.1% | +236.3% | +211.7% |
| 5Y | +484.1% | +47.7% | +436.4% | +366.8% |
| 10Y | +640.4% | +100.5% | +539.9% | +423.4% |
| All | +640.4% | +101.6% | +538.8% | +423.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling