+2,102.5%
FTI vs GSK
+180.1%
+1,922.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.3% | -3.6% | +1.3% | -0.7% |
| 30D | +5.0% | -5.9% | +11.0% | +7.8% |
| 3M | +13.8% | -4.3% | +18.1% | +15.4% |
| 6M | +22.9% | -10.8% | +33.7% | +28.0% |
| YTD | +75.0% | +1.8% | +73.2% | +70.3% |
| 1Y | +96.9% | +23.5% | +73.4% | +74.0% |
| 3Y | +276.7% | +49.5% | +227.2% | +191.4% |
| 5Y | +1,157.0% | +49.7% | +1,107.3% | +842.2% |
| 10Y | +310.7% | +81.9% | +228.8% | +176.2% |
| All | +2,102.5% | +180.1% | +1,922.4% | +940.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling