+145.3%
DAL vs GSK
+80.0%
+65.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.5% |
| 7D | +0.1% | -1.8% | +2.0% | +0.8% |
| 30D | -13.9% | -2.2% | -11.8% | -13.3% |
| 3M | +1.1% | -1.8% | +2.9% | +1.5% |
| 6M | +26.2% | -10.6% | +36.9% | +31.2% |
| YTD | +16.4% | +4.4% | +12.0% | +13.6% |
| 1Y | +33.9% | +30.4% | +3.4% | +18.8% |
| 3Y | +93.4% | +60.1% | +33.3% | +50.4% |
| 5Y | +106.4% | +46.8% | +59.6% | +64.8% |
| All | +145.3% | +80.0% | +65.3% | +88.1% |
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