+104.7%
FLEX vs GSK
+26.4%
+78.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.1% | +4.0% |
| 7D | +7.0% | -4.2% | +11.2% | +6.4% |
| 30D | -5.8% | -7.5% | +1.7% | -6.5% |
| 3M | -24.2% | -3.3% | -20.9% | -24.6% |
| 6M | +90.8% | -9.3% | +100.1% | +90.6% |
| YTD | +89.2% | +1.6% | +87.6% | +89.4% |
| 1Y | +104.7% | +25.5% | +79.2% | +98.9% |
| All | +104.7% | +26.4% | +78.3% | +98.9% |
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