+76.7%
GSK vs FLR
+18.3%
+58.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -1.0% |
| 7D | -5.4% | -6.9% | +1.5% | -5.1% |
| 30D | -4.6% | +1.1% | -5.7% | -4.7% |
| 3M | -5.1% | +14.3% | -19.4% | -5.8% |
| 6M | -11.4% | +19.1% | -30.5% | -12.3% |
| YTD | +0.7% | +35.1% | -34.4% | -0.8% |
| 1Y | +23.0% | +29.5% | -6.4% | +21.2% |
| 3Y | +48.0% | +53.0% | -5.0% | +42.9% |
| 5Y | +48.2% | +238.9% | -190.7% | +36.8% |
| All | +76.7% | +18.3% | +58.4% | +66.8% |
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 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