+44.1%
GSK vs FFIV
+39.5%
+4.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.7% | -8.1% | +9.8% | +2.1% |
| 30D | +7.0% | -33.4% | +40.4% | +9.2% |
| 3M | -2.7% | -24.7% | +22.1% | -1.3% |
| 6M | +1.4% | -8.8% | +10.3% | +1.4% |
| YTD | +5.3% | +21.8% | -16.4% | +2.6% |
| 1Y | +10.6% | +25.3% | -14.7% | +7.4% |
| 3Y | +62.6% | +101.2% | -38.6% | +45.5% |
| All | +44.1% | +39.5% | +4.6% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling