+906.2%
FN vs GSK
+80.0%
+826.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.1% | +3.7% |
| 7D | -1.7% | -1.8% | +0.2% | -1.2% |
| 30D | -22.0% | -2.2% | -19.8% | -21.7% |
| 3M | -43.0% | -1.8% | -41.2% | -43.2% |
| 6M | -27.7% | -10.6% | -17.1% | -25.8% |
| YTD | -10.5% | +4.4% | -14.9% | -12.6% |
| 1Y | +12.5% | +30.4% | -17.9% | +2.0% |
| 3Y | +153.8% | +60.1% | +93.7% | +105.1% |
| 5Y | +288.0% | +46.8% | +241.2% | +217.7% |
| All | +906.2% | +80.0% | +826.2% | +694.4% |
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 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