+50.0%
GSK vs FRSH
-72.5%
+122.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -3.5% | -6.6% | +3.1% | -3.4% |
| 30D | -3.4% | +2.1% | -5.6% | -3.5% |
| 3M | -8.1% | +29.0% | -37.1% | -8.5% |
| 6M | -11.1% | +48.6% | -59.8% | -11.8% |
| YTD | +0.7% | -2.9% | +3.7% | +0.9% |
| 1Y | +20.1% | -7.9% | +28.0% | +20.5% |
| 3Y | +46.1% | -46.5% | +92.6% | +47.3% |
| All | +50.0% | -72.5% | +122.5% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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