+81.9%
GSK vs FFIV
+239.4%
-157.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -0.3% |
| 7D | -3.6% | +3.5% | -7.1% | -4.0% |
| 30D | -5.9% | -1.3% | -4.6% | -5.9% |
| 3M | -4.3% | +2.4% | -6.6% | -4.8% |
| 6M | -10.8% | +41.8% | -52.6% | -15.3% |
| YTD | +1.8% | +58.5% | -56.7% | -5.2% |
| 1Y | +23.5% | +24.3% | -0.9% | +18.9% |
| 3Y | +49.5% | +152.0% | -102.5% | +26.3% |
| 5Y | +49.7% | +99.1% | -49.5% | +29.4% |
| 10Y | +81.9% | +242.8% | -160.8% | +34.5% |
| All | +81.9% | +239.4% | -157.5% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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