+40.1%
GSK vs FBTC
+65.3%
-25.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -2.0% |
| 7D | -1.8% | +2.9% | -4.8% | -1.8% |
| 30D | -2.2% | +23.0% | -25.2% | -2.0% |
| 3M | -1.8% | +25.6% | -27.4% | -1.5% |
| 6M | -10.6% | +9.0% | -19.6% | -10.5% |
| YTD | +4.4% | -8.9% | +13.4% | +4.4% |
| 1Y | +30.4% | -27.5% | +58.0% | +29.9% |
| All | +40.1% | +65.3% | -25.2% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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