+794.1%
FN vs GSK
+102.9%
+691.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.6% |
| 7D | -4.1% | +5.2% | -9.3% | -5.2% |
| 30D | -28.3% | +10.2% | -38.5% | -30.3% |
| 3M | -33.9% | -0.9% | -33.0% | -34.1% |
| 6M | -43.9% | +3.5% | -47.4% | -45.2% |
| YTD | -23.4% | +7.2% | -30.7% | -26.0% |
| 1Y | -25.4% | +12.0% | -37.4% | -28.9% |
| 3Y | +107.9% | +67.3% | +40.6% | +65.8% |
| 5Y | +195.1% | +45.3% | +149.8% | +144.8% |
| 10Y | +794.1% | +101.8% | +692.3% | +550.3% |
| All | +794.1% | +102.9% | +691.2% | +550.3% |
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