+104.3%
DAL vs GSK
+105.0%
-0.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | -1.1% | +1.1% | -2.2% | -1.5% |
| 30D | +12.8% | +6.3% | +6.5% | +10.4% |
| 3M | -5.3% | +1.8% | -7.1% | -6.1% |
| 6M | +22.4% | +1.7% | +20.7% | +21.0% |
| YTD | +25.6% | +6.5% | +19.1% | +21.6% |
| 1Y | +45.5% | +9.5% | +36.0% | +39.4% |
| 3Y | +161.0% | +65.3% | +95.7% | +100.7% |
| 5Y | +112.2% | +43.7% | +68.5% | +72.5% |
| All | +104.3% | +105.0% | -0.6% | +46.0% |
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 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