+29.1%
CAVA vs GSK
+58.1%
-29.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -8.5% | -3.6% | -5.0% | -8.1% |
| 30D | -8.2% | -5.9% | -2.3% | -7.5% |
| 3M | -25.9% | -4.3% | -21.7% | -25.5% |
| 6M | -30.9% | -10.8% | -20.1% | -30.0% |
| YTD | -3.7% | +1.8% | -5.5% | -3.5% |
| 1Y | -13.4% | +23.5% | -36.9% | -14.9% |
| 3Y | +44.2% | +49.5% | -5.3% | +42.4% |
| All | +29.1% | +58.1% | -29.1% | +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 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