+29.1%
ABNB vs GSK
+71.9%
-42.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.1% |
| 7D | -1.7% | +1.1% | -2.8% | -1.8% |
| 30D | +11.8% | +6.3% | +5.5% | +11.3% |
| 3M | +0.9% | +1.8% | -0.9% | +0.8% |
| 6M | +40.5% | +1.7% | +38.8% | +40.3% |
| YTD | +37.6% | +6.5% | +31.1% | +37.2% |
| 1Y | +54.1% | +9.5% | +44.6% | +53.4% |
| 3Y | +56.8% | +65.3% | -8.5% | +51.7% |
| 5Y | -9.6% | +43.7% | -53.3% | -12.6% |
| All | +29.1% | +71.9% | -42.9% | +40.2% |
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