+1,285.4%
MET vs GSK
+179.3%
+1,106.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.5% |
| 7D | +4.5% | +1.1% | +3.3% | +3.8% |
| 30D | +3.5% | +6.3% | -2.8% | -0.1% |
| 3M | +5.9% | +1.8% | +4.1% | +4.2% |
| 6M | +33.1% | +1.7% | +31.4% | +30.6% |
| YTD | +33.6% | +6.5% | +27.0% | +26.2% |
| 1Y | +32.7% | +9.5% | +23.2% | +23.4% |
| 3Y | +85.0% | +65.3% | +19.7% | +27.5% |
| 5Y | +85.6% | +43.7% | +41.9% | +35.2% |
| 10Y | +198.8% | +104.1% | +94.7% | +68.8% |
| All | +1,285.4% | +179.3% | +1,106.1% | +482.0% |
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