+30.4%
GSK vs FLR
+31.2%
-0.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | -1.8% | +5.4% | -7.3% | -2.0% |
| 30D | -2.2% | +11.4% | -13.6% | -2.5% |
| 3M | -1.8% | +11.4% | -13.2% | -2.3% |
| 6M | -10.6% | +16.6% | -27.2% | -11.6% |
| YTD | +4.4% | +41.7% | -37.3% | +3.8% |
| 1Y | +30.4% | +35.4% | -5.0% | +26.8% |
| All | +30.4% | +31.2% | -0.8% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling