+124.7%
DAL vs GSK
+42.5%
+82.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.7% |
| 7D | +2.3% | -1.1% | +3.4% | +2.6% |
| 30D | +14.3% | +7.8% | +6.5% | +12.3% |
| 3M | +1.3% | +0.3% | +1.0% | +1.1% |
| 6M | +29.3% | +3.4% | +25.8% | +28.0% |
| YTD | +33.0% | +5.9% | +27.1% | +31.0% |
| 1Y | +59.8% | +8.2% | +51.6% | +56.7% |
| 3Y | +177.2% | +65.3% | +111.9% | +134.2% |
| All | +124.7% | +42.5% | +82.2% | +86.9% |
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