-25.7%
FN vs GSK
+14.9%
-40.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.0% | -11.0% | -4.5% |
| 7D | -7.0% | +4.9% | -11.9% | -5.5% |
| 30D | -24.7% | +9.9% | -34.6% | -23.2% |
| 3M | -35.7% | +0.2% | -35.8% | -34.4% |
| 6M | -52.4% | +2.3% | -54.7% | -52.1% |
| YTD | -25.0% | +7.1% | -32.0% | -21.7% |
| 1Y | -25.7% | +13.1% | -38.8% | -22.7% |
| All | -25.7% | +14.9% | -40.6% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling