+100.5%
GSK vs FFIV
+132.4%
-31.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.1% |
| 7D | +4.9% | -2.1% | +7.0% | +5.1% |
| 30D | +10.8% | -33.8% | +44.6% | +15.8% |
| 3M | -1.8% | -20.6% | +18.8% | +0.3% |
| 6M | +4.1% | -10.2% | +14.4% | +4.4% |
| YTD | +7.9% | +24.5% | -16.6% | +2.9% |
| 1Y | +14.4% | +29.3% | -14.9% | +8.5% |
| 3Y | +68.1% | +103.8% | -35.7% | +44.6% |
| 5Y | +47.7% | +40.9% | +6.8% | +33.6% |
| 10Y | +100.5% | +126.6% | -26.1% | +55.4% |
| All | +100.5% | +132.4% | -31.9% | +55.4% |
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