+277.6%
FTI vs GSK
+48.7%
+228.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.3% | -3.6% | +1.3% | -2.0% |
| 30D | +5.0% | -5.9% | +11.0% | +5.5% |
| 3M | +13.8% | -4.3% | +18.1% | +14.1% |
| 6M | +22.9% | -10.8% | +33.7% | +23.8% |
| YTD | +75.0% | +1.8% | +73.2% | +73.3% |
| 1Y | +96.9% | +23.5% | +73.4% | +91.6% |
| All | +277.6% | +48.7% | +228.9% | +276.2% |
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