+39.9%
GSK vs FLNC
-71.1%
+110.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -1.0% |
| 7D | -5.4% | -5.0% | -0.4% | -5.4% |
| 30D | -4.6% | -26.1% | +21.5% | -4.4% |
| 3M | -5.1% | -55.2% | +50.1% | -4.5% |
| 6M | -11.4% | -42.6% | +31.2% | -11.5% |
| YTD | +0.7% | -51.0% | +51.7% | +0.3% |
| 1Y | +23.0% | +43.3% | -20.3% | +18.3% |
| 3Y | +48.0% | -63.4% | +111.4% | +44.9% |
| All | +39.9% | -71.1% | +110.9% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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