+79.4%
GSK vs FTV
+89.3%
-9.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.5% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | -7.5% | -8.3% | +0.8% | -5.4% |
| 3M | -3.3% | -7.4% | +4.1% | -1.5% |
| 6M | -9.3% | -1.2% | -8.1% | -9.4% |
| YTD | +1.6% | +2.7% | -1.1% | +0.3% |
| 1Y | +25.5% | +18.4% | +7.0% | +19.4% |
| 3Y | +49.3% | -2.0% | +51.3% | +46.9% |
| 5Y | +46.7% | +3.4% | +43.3% | +39.9% |
| 10Y | +76.8% | +78.5% | -1.7% | +42.4% |
| All | +79.4% | +89.3% | -9.9% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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