+125.6%
DAL vs GSK
+102.9%
+22.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +10.7% | +5.2% | +5.5% | +8.8% |
| 30D | +12.5% | +10.2% | +2.3% | +8.5% |
| 3M | +3.6% | -0.9% | +4.5% | +3.8% |
| 6M | +26.7% | +3.5% | +23.3% | +24.5% |
| YTD | +34.3% | +7.2% | +27.0% | +29.7% |
| 1Y | +59.1% | +12.0% | +47.1% | +51.1% |
| 3Y | +179.9% | +67.3% | +112.5% | +114.2% |
| 5Y | +119.1% | +45.3% | +73.9% | +77.4% |
| 10Y | +125.6% | +101.8% | +23.9% | +64.2% |
| All | +125.6% | +102.9% | +22.7% | +64.2% |
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