+7,917.6%
FLEX vs GSK
+912.0%
+7,005.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.3% |
| 7D | -0.9% | -1.8% | +0.9% | -0.1% |
| 30D | -10.1% | -2.2% | -8.0% | -9.6% |
| 3M | -31.3% | -1.8% | -29.5% | -31.5% |
| 6M | +71.3% | -10.6% | +81.9% | +77.4% |
| YTD | +81.2% | +4.4% | +76.8% | +73.9% |
| 1Y | +98.5% | +30.4% | +68.1% | +71.5% |
| 3Y | +428.2% | +60.1% | +368.2% | +298.2% |
| 5Y | +657.3% | +46.8% | +610.5% | +480.0% |
| 10Y | +995.9% | +79.2% | +916.7% | +656.0% |
| All | +7,917.6% | +912.0% | +7,005.6% | +3,161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling