+5,008.5%
FLEX vs GSK
+921.0%
+4,087.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.7% | +4.6% |
| 7D | -19.3% | +1.7% | -21.0% | -20.1% |
| 30D | -41.5% | +7.0% | -48.6% | -43.8% |
| 3M | -43.1% | -2.7% | -40.5% | -43.4% |
| 6M | -48.2% | +1.4% | -49.6% | -49.8% |
| YTD | +15.5% | +5.3% | +10.1% | +9.0% |
| 1Y | +10.2% | +10.6% | -0.4% | +1.7% |
| 3Y | +256.8% | +62.6% | +194.2% | +164.6% |
| 5Y | +408.2% | +41.7% | +366.5% | +292.5% |
| 10Y | +580.8% | +104.7% | +476.1% | +335.9% |
| All | +5,008.5% | +921.0% | +4,087.5% | +1,944.5% |
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