+61.9%
GSK vs FFIV
+140.3%
-78.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -1.8% | -1.0% | -0.9% | -1.9% |
| 30D | -2.2% | -5.1% | +2.9% | -2.3% |
| 3M | -1.8% | -4.5% | +2.6% | -2.0% |
| 6M | -10.6% | +36.5% | -47.1% | -10.9% |
| YTD | +4.4% | +53.0% | -48.5% | +3.7% |
| 1Y | +30.4% | +24.2% | +6.2% | +30.7% |
| All | +61.9% | +140.3% | -78.4% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling