+102.9%
DAL vs GSK
+43.2%
+59.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +8.8% | +1.7% | +7.1% | +8.4% |
| 30D | +5.4% | +7.0% | -1.6% | +3.7% |
| 3M | -4.9% | -2.7% | -2.3% | -4.4% |
| 6M | +19.8% | +1.4% | +18.4% | +19.2% |
| YTD | +27.0% | +5.3% | +21.6% | +25.3% |
| 1Y | +52.5% | +10.6% | +41.8% | +48.7% |
| 3Y | +173.8% | +62.6% | +111.3% | +132.9% |
| All | +102.9% | +43.2% | +59.7% | +66.3% |
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