+9.5%
GSK vs FFIV
+28.7%
-19.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.4% |
| 7D | +1.1% | -0.5% | +1.7% | +1.1% |
| 30D | +6.3% | -32.4% | +38.7% | +4.6% |
| 3M | +1.8% | -25.7% | +27.5% | +1.6% |
| 6M | +1.7% | -13.5% | +15.2% | +3.1% |
| YTD | +6.5% | +21.1% | -14.6% | +10.2% |
| 1Y | +9.5% | +29.4% | -19.9% | +12.7% |
| All | +9.5% | +28.7% | -19.2% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling