+82.3%
MET vs GSK
+47.3%
+35.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.8% | -3.6% | +2.8% | 0.0% |
| 30D | -1.4% | -5.9% | +4.5% | -0.2% |
| 3M | +12.5% | -4.3% | +16.8% | +13.4% |
| 6M | +37.1% | -10.8% | +47.9% | +40.0% |
| YTD | +23.8% | +1.8% | +22.0% | +22.8% |
| 1Y | +24.1% | +23.5% | +0.7% | +18.2% |
| 3Y | +65.2% | +49.5% | +15.7% | +47.0% |
| 5Y | +82.3% | +49.7% | +32.6% | +59.8% |
| All | +82.3% | +47.3% | +35.0% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling