-23.7%
FPS vs GSK
-9.6%
-14.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | +0.1% |
| 7D | +13.6% | +1.1% | +12.4% | +14.0% |
| 30D | -32.4% | +6.3% | -38.7% | -30.5% |
| 3M | -41.1% | +1.8% | -42.9% | -39.2% |
| 6M | -51.4% | +1.7% | -53.1% | -50.8% |
| All | -23.7% | -9.6% | -14.1% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling