+39.6%
GSK vs FGI
-70.0%
+109.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.2% | -4.1% | +9.3% | +5.2% |
| 30D | +10.2% | -3.4% | +13.5% | +10.2% |
| 3M | -0.9% | +61.8% | -62.7% | -0.9% |
| 6M | +3.5% | +17.0% | -13.5% | +3.4% |
| YTD | +7.2% | +31.4% | -24.2% | +7.2% |
| 1Y | +12.0% | +42.7% | -30.7% | +12.0% |
| 3Y | +67.3% | -0.1% | +67.5% | +66.9% |
| All | +39.6% | -70.0% | +109.7% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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