-43.9%
FLUT vs GSK
+53.4%
-97.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.6% |
| 7D | +3.8% | -4.2% | +8.0% | +3.8% |
| 30D | +6.3% | -7.5% | +13.8% | +6.2% |
| 3M | -4.0% | -3.3% | -0.8% | -4.0% |
| 6M | -10.3% | -9.3% | -1.0% | -10.4% |
| YTD | -53.2% | +1.6% | -54.8% | -53.3% |
| 1Y | -65.0% | +25.5% | -90.5% | -65.0% |
| 3Y | -43.9% | +49.3% | -93.2% | -40.2% |
| All | -43.9% | +53.4% | -97.3% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling