+1,107.3%
FTI vs GSK
+48.8%
+1,058.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.3% | -3.6% | +1.3% | -1.9% |
| 30D | +5.0% | -5.9% | +11.0% | +5.8% |
| 3M | +13.8% | -4.3% | +18.1% | +14.3% |
| 6M | +22.9% | -10.8% | +33.7% | +24.4% |
| YTD | +75.0% | +1.8% | +73.2% | +73.2% |
| 1Y | +96.9% | +23.5% | +73.4% | +89.4% |
| 3Y | +276.7% | +49.5% | +227.2% | +248.9% |
| All | +1,107.3% | +48.8% | +1,058.5% | +1,005.6% |
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 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