+54.6%
FTI vs GSK
+14.9%
+39.7%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.0% | -8.4% | -3.0% |
| 7D | -9.7% | +4.9% | -14.6% | -9.3% |
| 30D | -8.2% | +9.9% | -18.1% | -7.7% |
| 3M | -7.8% | +0.2% | -8.0% | -7.4% |
| 6M | -13.4% | +2.3% | -15.8% | -13.1% |
| YTD | +45.1% | +7.1% | +38.0% | +40.6% |
| 1Y | +54.6% | +13.1% | +41.5% | +49.6% |
| All | +54.6% | +14.9% | +39.7% | +49.6% |
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