+49.7%
GSK vs FND
-61.3%
+110.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | -5.9% | -19.6% | +13.7% | -4.3% |
| 3M | -4.3% | -4.3% | +0.1% | -4.1% |
| 6M | -10.8% | -20.4% | +9.7% | -9.6% |
| YTD | +1.8% | -21.9% | +23.6% | +3.1% |
| 1Y | +23.5% | -45.2% | +68.7% | +28.1% |
| 3Y | +49.5% | -49.2% | +98.8% | +55.1% |
| 5Y | +49.7% | -61.8% | +111.5% | +51.4% |
| All | +49.7% | -61.3% | +110.9% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling