+93.4%
GSK vs FND
+57.9%
+35.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +1.1% | -6.8% | +8.0% | +1.9% |
| 30D | +6.3% | +8.0% | -1.6% | +5.4% |
| 3M | +1.8% | -18.9% | +20.7% | +3.8% |
| 6M | +1.7% | +4.7% | -3.0% | +0.6% |
| YTD | +6.5% | -21.6% | +28.1% | +8.2% |
| 1Y | +9.5% | -22.0% | +31.5% | +11.2% |
| 3Y | +65.3% | -40.4% | +105.7% | +69.7% |
| 5Y | +43.7% | -63.8% | +107.5% | +52.1% |
| All | +93.4% | +57.9% | +35.6% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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