+351.3%
DAL vs GSK
+126.2%
+225.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.8% |
| 7D | +0.1% | -1.8% | +2.0% | +1.1% |
| 30D | -13.9% | -2.2% | -11.8% | -13.1% |
| 3M | +1.1% | -1.8% | +2.9% | +1.6% |
| 6M | +26.2% | -10.6% | +36.9% | +33.1% |
| YTD | +16.4% | +4.4% | +12.0% | +12.2% |
| 1Y | +33.9% | +30.4% | +3.4% | +12.8% |
| 3Y | +93.4% | +60.1% | +33.3% | +37.3% |
| 5Y | +106.4% | +46.8% | +59.6% | +50.7% |
| 10Y | +143.0% | +79.2% | +63.7% | +51.0% |
| All | +351.3% | +126.2% | +225.1% | +106.1% |
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