+651.7%
FLEX vs GSK
+102.0%
+549.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.1% |
| 7D | +2.2% | -1.1% | +3.3% | +2.6% |
| 30D | -32.6% | +7.8% | -40.5% | -34.3% |
| 3M | -35.5% | +0.3% | -35.8% | -36.0% |
| 6M | -45.6% | +3.4% | -49.0% | -46.9% |
| YTD | +30.7% | +5.9% | +24.8% | +25.5% |
| 1Y | +28.4% | +8.2% | +20.1% | +22.3% |
| 3Y | +301.7% | +65.3% | +236.4% | +210.7% |
| 5Y | +473.3% | +43.3% | +430.0% | +363.4% |
| 10Y | +651.7% | +102.9% | +548.8% | +427.4% |
| All | +651.7% | +102.0% | +549.8% | +427.4% |
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