+425.7%
META vs GSK
+101.6%
+324.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +4.5% |
| 7D | +5.7% | +4.9% | +0.8% | +4.4% |
| 30D | -10.8% | +10.8% | -21.6% | -13.3% |
| 3M | +8.4% | -1.8% | +10.2% | +8.7% |
| 6M | +5.4% | +4.1% | +1.3% | +3.6% |
| YTD | -2.6% | +7.9% | -10.5% | -5.7% |
| 1Y | +3.5% | +14.4% | -10.9% | -1.6% |
| 3Y | +102.0% | +68.1% | +33.9% | +60.7% |
| 5Y | +93.1% | +47.7% | +45.4% | +60.2% |
| 10Y | +425.7% | +100.5% | +325.2% | +273.9% |
| All | +425.7% | +101.6% | +324.1% | +273.9% |
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 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