+678.3%
DELL vs GSK
+48.7%
+629.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +8.7% | -3.6% | +12.3% | +8.7% |
| 30D | +16.9% | -5.9% | +22.8% | +17.0% |
| 3M | +40.4% | -4.3% | +44.7% | +40.2% |
| 6M | +267.1% | -10.8% | +277.9% | +269.2% |
| YTD | +329.1% | +1.8% | +327.3% | +326.6% |
| 1Y | +346.9% | +23.5% | +323.4% | +337.7% |
| All | +678.3% | +48.7% | +629.6% | +642.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling