+4,404.4%
DELL vs GSK
+80.1%
+4,324.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | +8.2% | -3.5% | +11.8% | +9.3% |
| 30D | +17.1% | -3.4% | +20.5% | +17.9% |
| 3M | +45.2% | -8.1% | +53.3% | +47.5% |
| 6M | +286.8% | -11.1% | +297.9% | +295.9% |
| YTD | +354.8% | +0.7% | +354.0% | +346.6% |
| 1Y | +358.3% | +20.1% | +338.1% | +324.0% |
| 3Y | +724.9% | +46.1% | +678.8% | +589.3% |
| 5Y | +1,193.7% | +48.2% | +1,145.5% | +944.5% |
| All | +4,404.4% | +80.1% | +4,324.4% | +3,260.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling