+43.8%
CAVA vs GSK
+47.2%
-3.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.3% |
| 7D | -12.4% | -5.4% | -7.0% | -11.7% |
| 30D | -11.2% | -4.6% | -6.6% | -10.6% |
| 3M | -33.8% | -5.1% | -28.7% | -33.3% |
| 6M | -32.5% | -11.4% | -21.1% | -31.4% |
| YTD | -8.0% | +0.7% | -8.7% | -7.7% |
| 1Y | -17.1% | +23.0% | -40.2% | -18.7% |
| All | +43.8% | +47.2% | -3.4% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling