-83.0%
FRMI vs GSK
+13.9%
-96.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.1% |
| 7D | +15.9% | -3.6% | +19.5% | +14.1% |
| 30D | -6.0% | -5.9% | 0.0% | -8.0% |
| 3M | -1.6% | -4.3% | +2.7% | -3.1% |
| 6M | -30.7% | -10.8% | -19.9% | -33.7% |
| YTD | -30.9% | +1.8% | -32.7% | -26.5% |
| All | -83.0% | +13.9% | -96.9% | -80.1% |
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 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