+1,675.5%
FLUT vs GSK
+282.5%
+1,393.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.5% | +5.2% | -6.7% | -1.8% |
| 30D | +3.4% | +10.2% | -6.8% | +2.7% |
| 3M | -12.5% | -0.9% | -11.6% | -12.5% |
| 6M | -18.5% | +3.5% | -21.9% | -18.7% |
| YTD | -61.6% | +7.2% | -68.9% | -61.9% |
| 1Y | -64.1% | +12.0% | -76.1% | -64.5% |
| 3Y | -44.5% | +67.3% | -111.8% | -47.2% |
| 5Y | -51.3% | +45.3% | -96.5% | -53.3% |
| 10Y | -25.6% | +101.8% | -127.4% | -30.4% |
| All | +1,675.5% | +282.5% | +1,393.1% | +1,511.4% |
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