+569.8%
DELL vs GSK
+44.4%
+525.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.5% | -7.7% | -7.2% |
| 7D | +4.9% | +1.1% | +3.7% | +4.8% |
| 30D | -32.1% | +6.3% | -38.4% | -32.4% |
| 3M | -30.2% | +1.8% | -32.0% | -30.3% |
| 6M | +41.7% | +1.7% | +40.1% | +40.8% |
| YTD | +176.6% | +6.5% | +170.0% | +172.9% |
| 1Y | +159.9% | +9.5% | +150.5% | +155.3% |
| 3Y | +388.0% | +65.3% | +322.7% | +333.8% |
| All | +569.8% | +44.4% | +525.4% | +487.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling