-26.8%
FLUT vs GSK
+105.0%
-131.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -0.7% | +1.1% | -1.8% | -0.8% |
| 30D | +9.3% | +6.3% | +2.9% | +8.6% |
| 3M | -17.5% | +1.8% | -19.3% | -17.7% |
| 6M | -14.6% | +1.7% | -16.3% | -14.8% |
| YTD | -62.3% | +6.5% | -68.8% | -62.7% |
| 1Y | -59.6% | +9.5% | -69.1% | -60.3% |
| 3Y | -45.3% | +65.3% | -110.6% | -49.5% |
| 5Y | -50.4% | +43.7% | -94.1% | -53.7% |
| All | -26.8% | +105.0% | -131.8% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling