+196.7%
GSK vs FLR
+513.8%
-317.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.1% | +5.4% | -4.2% | +0.5% |
| 30D | +6.3% | +2.8% | +3.5% | +5.9% |
| 3M | +1.8% | -6.4% | +8.2% | +2.3% |
| 6M | +1.7% | +8.8% | -7.1% | -0.1% |
| YTD | +6.5% | +23.6% | -17.0% | +2.7% |
| 1Y | +9.5% | +13.8% | -4.3% | +6.4% |
| 3Y | +65.3% | +36.5% | +28.8% | +52.2% |
| 5Y | +43.7% | +119.3% | -75.6% | +21.8% |
| 10Y | +104.1% | +8.0% | +96.1% | +74.1% |
| All | +196.7% | +513.8% | -317.1% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling