+17.6%
ABNB vs GSK
+62.6%
-45.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -6.5% | -3.5% | -2.9% | -6.2% |
| 30D | -5.5% | -3.4% | -2.1% | -5.3% |
| 3M | +30.0% | -8.1% | +38.2% | +30.7% |
| 6M | +27.6% | -11.1% | +38.7% | +28.3% |
| YTD | +25.4% | +0.7% | +24.7% | +25.5% |
| 1Y | +38.3% | +20.1% | +18.2% | +37.3% |
| 3Y | +15.5% | +46.1% | -30.6% | +12.6% |
| 5Y | +3.0% | +48.2% | -45.2% | +3.8% |
| All | +17.6% | +62.6% | -45.0% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling