+295.8%
FTI vs GSK
+80.1%
+215.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -4.4% | -3.5% | -0.9% | -3.2% |
| 30D | +1.5% | -3.4% | +4.9% | +2.6% |
| 3M | +8.2% | -8.1% | +16.3% | +11.1% |
| 6M | +18.8% | -11.1% | +30.0% | +22.9% |
| YTD | +71.7% | +0.7% | +70.9% | +68.3% |
| 1Y | +90.0% | +20.1% | +69.9% | +73.5% |
| 3Y | +270.5% | +46.1% | +224.4% | +200.3% |
| 5Y | +1,084.5% | +48.2% | +1,036.3% | +818.0% |
| All | +295.8% | +80.1% | +215.8% | +185.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling