+186.8%
GSK vs FFIV
+5,965.2%
-5,778.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.7% | -8.1% | +9.8% | +2.2% |
| 30D | +7.0% | -33.4% | +40.4% | +9.5% |
| 3M | -2.7% | -24.7% | +22.1% | -1.2% |
| 6M | +1.4% | -8.8% | +10.3% | +1.6% |
| YTD | +5.3% | +21.8% | -16.4% | +3.5% |
| 1Y | +10.6% | +25.3% | -14.7% | +8.5% |
| 3Y | +62.6% | +101.2% | -38.6% | +54.0% |
| 5Y | +41.7% | +40.2% | +1.5% | +36.5% |
| 10Y | +104.7% | +129.0% | -24.3% | +90.0% |
| All | +186.8% | +5,965.2% | -5,778.4% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling