+81.3%
FN vs GSK
+63.5%
+17.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.4% | -12.8% | -14.4% |
| 7D | -16.0% | +3.6% | -19.5% | -15.6% |
| 30D | -40.1% | +8.2% | -48.3% | -39.7% |
| 3M | -43.9% | -1.2% | -42.7% | -43.6% |
| 6M | -55.6% | +1.9% | -57.5% | -55.6% |
| YTD | -35.7% | +5.5% | -41.2% | -34.9% |
| 1Y | -39.8% | +11.8% | -51.6% | -39.1% |
| All | +81.3% | +63.5% | +17.8% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling