-11.0%
FLUT vs GSK
+80.0%
-91.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -3.6% | -5.4% | +1.8% | -3.0% |
| 30D | -0.3% | -4.6% | +4.3% | +0.2% |
| 3M | -12.6% | -5.1% | -7.5% | -12.2% |
| 6M | -8.0% | -11.4% | +3.4% | -7.0% |
| YTD | -54.1% | +0.7% | -54.8% | -54.4% |
| 1Y | -66.1% | +23.0% | -89.1% | -67.1% |
| 3Y | -45.0% | +48.0% | -93.0% | -48.4% |
| 5Y | -51.2% | +48.2% | -99.4% | -54.7% |
| All | -11.0% | +80.0% | -91.0% | -19.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling