+826.4%
FN vs GSK
+101.6%
+724.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.5% | +11.3% |
| 7D | +16.3% | +4.9% | +11.4% | +15.0% |
| 30D | -24.7% | +10.8% | -35.6% | -26.9% |
| 3M | -34.9% | -1.8% | -33.1% | -35.0% |
| 6M | -41.1% | +4.1% | -45.2% | -42.6% |
| YTD | -19.6% | +7.9% | -27.5% | -22.4% |
| 1Y | -18.5% | +14.4% | -33.0% | -22.8% |
| 3Y | +119.1% | +68.1% | +51.0% | +74.5% |
| 5Y | +206.9% | +47.7% | +159.3% | +152.8% |
| 10Y | +826.4% | +100.5% | +726.0% | +575.1% |
| All | +826.4% | +101.6% | +724.9% | +575.1% |
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