+25.7%
ABNB vs GSK
+68.5%
-42.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.7% |
| 7D | -4.0% | -1.8% | -2.1% | -3.8% |
| 30D | +19.3% | -2.2% | +21.5% | +19.5% |
| 3M | +36.1% | -1.8% | +37.9% | +36.2% |
| 6M | +34.2% | -10.6% | +44.8% | +34.9% |
| YTD | +34.1% | +4.4% | +29.6% | +33.8% |
| 1Y | +45.1% | +30.4% | +14.7% | +43.5% |
| 3Y | +37.1% | +60.1% | -23.0% | +33.1% |
| 5Y | +15.2% | +46.8% | -31.6% | +12.8% |
| All | +25.7% | +68.5% | -42.8% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling