+2,625.3%
FN vs GSK
+226.6%
+2,398.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.4% | -12.8% | -13.7% |
| 7D | -16.0% | +3.6% | -19.5% | -17.1% |
| 30D | -40.1% | +8.2% | -48.3% | -42.2% |
| 3M | -43.9% | -1.2% | -42.7% | -44.3% |
| 6M | -55.6% | +1.9% | -57.5% | -56.9% |
| YTD | -35.7% | +5.5% | -41.2% | -38.5% |
| 1Y | -39.8% | +11.8% | -51.6% | -44.0% |
| 3Y | +80.3% | +64.5% | +15.8% | +34.2% |
| 5Y | +143.3% | +41.9% | +101.4% | +90.4% |
| 10Y | +682.3% | +105.1% | +577.2% | +375.7% |
| All | +2,625.3% | +226.6% | +2,398.7% | +1,161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling