-22.9%
FLUT vs GSK
+102.0%
-124.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.7% |
| 7D | +4.5% | -1.1% | +5.6% | +4.6% |
| 30D | +9.2% | +7.8% | +1.4% | +8.4% |
| 3M | -13.7% | +0.3% | -14.0% | -13.7% |
| 6M | -9.0% | +3.4% | -12.5% | -9.4% |
| YTD | -60.2% | +5.9% | -66.2% | -60.7% |
| 1Y | -63.1% | +8.2% | -71.4% | -63.6% |
| 3Y | -42.5% | +65.3% | -107.7% | -46.9% |
| 5Y | -47.6% | +43.3% | -90.9% | -51.0% |
| 10Y | -22.9% | +102.9% | -125.8% | -31.3% |
| All | -22.9% | +102.0% | -124.9% | -31.3% |
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