+190.8%
GSK vs FLR
+603.8%
-413.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | -1.8% | +5.4% | -7.3% | -2.4% |
| 30D | -2.2% | +11.4% | -13.6% | -3.6% |
| 3M | -1.8% | +11.4% | -13.2% | -3.5% |
| 6M | -10.6% | +16.6% | -27.2% | -12.9% |
| YTD | +4.4% | +41.7% | -37.3% | -0.7% |
| 1Y | +30.4% | +35.4% | -5.0% | +24.3% |
| 3Y | +60.1% | +57.3% | +2.8% | +45.2% |
| 5Y | +46.8% | +241.0% | -194.2% | +17.7% |
| 10Y | +79.2% | +16.6% | +62.6% | +52.2% |
| All | +190.8% | +603.8% | -413.0% | +55.7% |
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