-13.1%
CAVA vs GSK
+21.8%
-34.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -8.0% | -3.5% | -4.5% | -7.4% |
| 30D | -19.6% | -3.4% | -16.1% | -19.0% |
| 3M | -36.7% | -8.1% | -28.6% | -35.6% |
| 6M | -30.6% | -11.1% | -19.4% | -29.1% |
| YTD | -4.8% | +0.7% | -5.5% | -3.2% |
| 1Y | -13.1% | +20.1% | -33.3% | -11.5% |
| All | -13.1% | +21.8% | -34.9% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling