+1,209.8%
MET vs GSK
+173.8%
+1,036.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.5% |
| 7D | +1.2% | -1.8% | +3.0% | +2.2% |
| 30D | +1.4% | -2.2% | +3.6% | +2.5% |
| 3M | +17.7% | -1.8% | +19.5% | +18.4% |
| 6M | +35.0% | -10.6% | +45.6% | +42.5% |
| YTD | +26.3% | +4.4% | +21.9% | +21.2% |
| 1Y | +22.8% | +30.4% | -7.6% | +2.8% |
| 3Y | +65.9% | +60.1% | +5.9% | +16.7% |
| 5Y | +85.4% | +46.8% | +38.6% | +33.3% |
| 10Y | +253.7% | +79.2% | +174.5% | +117.7% |
| All | +1,209.8% | +173.8% | +1,036.0% | +458.9% |
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