+194.4%
MET vs GSK
+105.0%
+89.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | +4.5% | +1.1% | +3.3% | +4.0% |
| 30D | +3.5% | +6.3% | -2.8% | +1.1% |
| 3M | +5.9% | +1.8% | +4.1% | +4.9% |
| 6M | +33.1% | +1.7% | +31.4% | +31.6% |
| YTD | +33.6% | +6.5% | +27.0% | +28.7% |
| 1Y | +32.7% | +9.5% | +23.2% | +26.4% |
| 3Y | +85.0% | +65.3% | +19.7% | +41.0% |
| 5Y | +85.6% | +43.7% | +41.9% | +49.0% |
| All | +194.4% | +105.0% | +89.5% | +103.3% |
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 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