+743.6%
FN vs GSK
+103.4%
+640.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.2% | +11.8% | +11.7% |
| 7D | 0.0% | +1.7% | -1.7% | -0.5% |
| 30D | -34.3% | +7.0% | -41.3% | -35.7% |
| 3M | -39.9% | -2.7% | -37.2% | -39.8% |
| 6M | -51.8% | +1.4% | -53.3% | -52.8% |
| YTD | -28.1% | +5.3% | -33.5% | -30.3% |
| 1Y | -29.1% | +10.6% | -39.7% | -32.2% |
| 3Y | +102.4% | +62.6% | +39.9% | +63.0% |
| 5Y | +171.7% | +41.7% | +130.0% | +127.2% |
| All | +743.6% | +103.4% | +640.2% | +522.4% |
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