-84.3%
FRMI vs GSK
+16.8%
-101.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.3% | +4.5% |
| 7D | +2.4% | -1.8% | +4.2% | +1.6% |
| 30D | -17.3% | -2.2% | -15.1% | -17.7% |
| 3M | -17.2% | -1.8% | -15.3% | -17.5% |
| 6M | -43.4% | -10.6% | -32.8% | -46.0% |
| YTD | -36.0% | +4.4% | -40.4% | -31.2% |
| All | -84.3% | +16.8% | -101.1% | -81.3% |
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