+50.0%
GSK vs FRSH
-72.6%
+122.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -5.4% | -11.2% | +5.7% | -5.2% |
| 30D | -4.6% | -0.8% | -3.8% | -4.6% |
| 3M | -5.1% | +26.4% | -31.5% | -5.5% |
| 6M | -11.4% | +48.4% | -59.8% | -12.1% |
| YTD | +0.7% | -3.1% | +3.8% | +0.9% |
| 1Y | +23.0% | -8.7% | +31.7% | +23.4% |
| 3Y | +48.0% | -45.8% | +93.8% | +49.1% |
| All | +50.0% | -72.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling