+36.0%
GSK vs FGI
-70.4%
+106.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.5% | -1.9% |
| 7D | -1.8% | +0.5% | -2.4% | -1.8% |
| 30D | -2.2% | +65.4% | -67.6% | -2.2% |
| 3M | -1.8% | +23.5% | -25.3% | -1.8% |
| 6M | -10.6% | +60.5% | -71.1% | -10.6% |
| YTD | +4.4% | +30.0% | -25.6% | +4.4% |
| 1Y | +30.4% | +82.1% | -51.6% | +30.6% |
| 3Y | +60.1% | -4.4% | +64.5% | +59.7% |
| All | +36.0% | -70.4% | +106.3% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling