+89.6%
GSK vs FND
+66.0%
+23.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.1% |
| 7D | -1.8% | -5.2% | +3.4% | -1.3% |
| 30D | -2.2% | -19.9% | +17.7% | 0.0% |
| 3M | -1.8% | +2.7% | -4.5% | -2.4% |
| 6M | -10.6% | -21.7% | +11.1% | -8.9% |
| YTD | +4.4% | -17.5% | +21.9% | +5.6% |
| 1Y | +30.4% | -39.3% | +69.7% | +35.7% |
| 3Y | +60.1% | -49.8% | +109.8% | +67.3% |
| 5Y | +46.8% | -60.1% | +106.9% | +53.6% |
| All | +89.6% | +66.0% | +23.5% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling