+374.8%
META vs GSK
+81.4%
+293.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | +6.7% | -1.8% | +8.5% | +7.2% |
| 30D | +4.8% | -2.2% | +6.9% | +5.3% |
| 3M | -1.6% | -1.8% | +0.2% | -1.6% |
| 6M | -7.5% | -10.6% | +3.1% | -4.9% |
| YTD | -6.4% | +4.4% | -10.8% | -8.5% |
| 1Y | -17.3% | +30.4% | -47.8% | -25.0% |
| 3Y | +109.9% | +60.1% | +49.9% | +69.3% |
| 5Y | +65.4% | +46.8% | +18.6% | +36.4% |
| All | +374.8% | +81.4% | +293.4% | +248.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling