+176.3%
DAL vs GSK
+64.8%
+111.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.8% |
| 7D | +2.3% | -1.1% | +3.4% | +2.5% |
| 30D | +14.3% | +7.8% | +6.5% | +13.3% |
| 3M | +1.3% | +0.3% | +1.0% | +1.2% |
| 6M | +29.3% | +3.4% | +25.8% | +28.7% |
| YTD | +33.0% | +5.9% | +27.1% | +33.0% |
| 1Y | +59.8% | +8.2% | +51.6% | +59.6% |
| All | +176.3% | +64.8% | +111.5% | +188.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling