-17.3%
META vs GSK
+31.2%
-48.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +0.9% |
| 7D | +6.7% | -1.8% | +8.5% | +6.6% |
| 30D | +4.8% | -2.2% | +6.9% | +4.7% |
| 3M | -1.6% | -1.8% | +0.2% | -1.6% |
| 6M | -7.5% | -10.6% | +3.1% | -8.0% |
| YTD | -6.4% | +4.4% | -10.8% | -5.2% |
| 1Y | -17.3% | +30.4% | -47.8% | -12.6% |
| All | -17.3% | +31.2% | -48.6% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling