+81.9%
META vs GSK
+43.2%
+38.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | +1.7% | -2.4% | -0.9% |
| 30D | -15.4% | +7.0% | -22.5% | -16.1% |
| 3M | +3.5% | -2.7% | +6.2% | +3.7% |
| 6M | -0.3% | +1.4% | -1.7% | -0.6% |
| YTD | -7.3% | +5.3% | -12.7% | -8.2% |
| 1Y | -1.1% | +10.6% | -11.7% | -2.6% |
| 3Y | +95.1% | +62.6% | +32.5% | +73.1% |
| All | +81.9% | +43.2% | +38.7% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling