+392.2%
DAL vs GSK
+128.2%
+264.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +8.8% | +1.7% | +7.1% | +7.9% |
| 30D | +5.4% | +7.0% | -1.6% | +1.5% |
| 3M | -4.9% | -2.7% | -2.3% | -4.0% |
| 6M | +19.8% | +1.4% | +18.4% | +17.9% |
| YTD | +27.0% | +5.3% | +21.6% | +21.5% |
| 1Y | +52.5% | +10.6% | +41.8% | +41.9% |
| 3Y | +173.8% | +62.6% | +111.3% | +92.8% |
| 5Y | +104.5% | +41.7% | +62.9% | +53.1% |
| 10Y | +129.7% | +104.7% | +25.0% | +30.1% |
| All | +392.2% | +128.2% | +264.1% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling