+282.7%
FLEX vs GSK
+65.8%
+216.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -3.9% |
| 7D | +7.5% | +1.1% | +6.3% | +7.6% |
| 30D | -25.3% | +6.3% | -31.6% | -24.6% |
| 3M | -39.7% | +1.8% | -41.5% | -39.2% |
| 6M | -47.9% | +1.7% | -49.5% | -47.5% |
| YTD | +24.1% | +6.5% | +17.6% | +25.4% |
| 1Y | +26.0% | +9.5% | +16.5% | +27.2% |
| 3Y | +282.7% | +65.3% | +217.4% | +278.1% |
| All | +282.7% | +65.8% | +216.9% | +278.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling