+143.3%
DELL vs GSK
+14.9%
+128.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.0% | -13.9% | -7.1% |
| 7D | -24.6% | +4.9% | -29.5% | -23.1% |
| 30D | -32.5% | +9.9% | -42.4% | -30.2% |
| 3M | -20.2% | +0.2% | -20.4% | -18.4% |
| 6M | +76.5% | +2.3% | +74.1% | +78.8% |
| YTD | +198.9% | +7.1% | +191.9% | +193.8% |
| 1Y | +143.3% | +13.1% | +130.2% | +133.6% |
| All | +143.3% | +14.9% | +128.4% | +133.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling