-83.4%
FRMI vs GSK
+12.7%
-96.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -3.0% |
| 7D | +10.9% | -5.4% | +16.3% | +8.2% |
| 30D | -24.3% | -4.6% | -19.7% | -25.7% |
| 3M | -21.8% | -5.1% | -16.7% | -23.3% |
| 6M | -33.0% | -11.4% | -21.6% | -36.1% |
| YTD | -32.6% | +0.7% | -33.3% | -28.7% |
| All | -83.4% | +12.7% | -96.1% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling