+462.9%
META vs GSK
+105.0%
+358.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +5.2% | +1.1% | +4.0% | +4.9% |
| 30D | -13.0% | +6.3% | -19.3% | -14.5% |
| 3M | +7.9% | +1.8% | +6.1% | +7.2% |
| 6M | +4.2% | +1.7% | +2.6% | +3.2% |
| YTD | -2.5% | +6.5% | -9.1% | -5.3% |
| 1Y | +5.6% | +9.5% | -3.9% | +1.7% |
| 3Y | +96.8% | +65.3% | +31.5% | +57.5% |
| 5Y | +90.0% | +43.7% | +46.3% | +59.5% |
| All | +462.9% | +105.0% | +358.0% | +294.7% |
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