+243.8%
MET vs GSK
+80.1%
+163.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.5% | -3.5% | +3.0% | +0.9% |
| 30D | +0.5% | -3.4% | +3.9% | +1.7% |
| 3M | +11.6% | -8.1% | +19.7% | +15.0% |
| 6M | +40.8% | -11.1% | +51.9% | +46.6% |
| YTD | +25.7% | +0.7% | +24.9% | +23.9% |
| 1Y | +24.4% | +20.1% | +4.2% | +13.7% |
| 3Y | +67.5% | +46.1% | +21.3% | +35.3% |
| 5Y | +85.8% | +48.2% | +37.6% | +44.4% |
| All | +243.8% | +80.1% | +163.7% | +145.7% |
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