+358.3%
DELL vs GSK
+21.8%
+336.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | +8.2% | -3.5% | +11.8% | +8.0% |
| 30D | +17.1% | -3.4% | +20.5% | +16.8% |
| 3M | +45.2% | -8.1% | +53.3% | +45.1% |
| 6M | +286.8% | -11.1% | +297.9% | +291.1% |
| YTD | +354.8% | +0.7% | +354.0% | +339.7% |
| 1Y | +358.3% | +20.1% | +338.1% | +301.5% |
| All | +358.3% | +21.8% | +336.4% | +301.5% |
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