+105.2%
GSK vs FLR
+7.4%
+97.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.1% | +5.4% | -4.2% | +0.9% |
| 30D | +6.3% | +2.8% | +3.5% | +6.2% |
| 3M | +1.8% | -6.4% | +8.2% | +2.0% |
| 6M | +1.7% | +8.8% | -7.1% | +1.0% |
| YTD | +6.5% | +23.6% | -17.0% | +5.2% |
| 1Y | +9.5% | +13.8% | -4.3% | +8.5% |
| 3Y | +65.3% | +36.5% | +28.8% | +60.5% |
| 5Y | +43.7% | +119.3% | -75.6% | +35.4% |
| All | +105.2% | +7.4% | +97.8% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling