+1.9%
META vs GSK
+14.2%
-12.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +5.0% |
| 7D | +5.7% | +4.9% | +0.8% | +5.5% |
| 30D | -10.8% | +10.8% | -21.6% | -11.3% |
| 3M | +8.4% | -1.8% | +10.2% | +8.7% |
| 6M | +5.4% | +4.1% | +1.3% | +4.9% |
| YTD | -2.6% | +7.9% | -10.5% | -3.7% |
| All | +1.9% | +14.2% | -12.3% | 0.0% |
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