+1,289.4%
MET vs GSK
+177.7%
+1,111.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.7% |
| 30D | +3.4% | +7.8% | -4.5% | -1.1% |
| 3M | +7.0% | +0.3% | +6.7% | +6.1% |
| 6M | +34.6% | +3.4% | +31.2% | +30.9% |
| YTD | +34.0% | +5.9% | +28.0% | +27.0% |
| 1Y | +35.9% | +8.2% | +27.7% | +27.2% |
| 3Y | +85.5% | +65.3% | +20.2% | +27.7% |
| 5Y | +87.8% | +43.3% | +44.4% | +37.0% |
| 10Y | +199.7% | +102.9% | +96.8% | +69.8% |
| All | +1,289.4% | +177.7% | +1,111.7% | +485.6% |
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