+1,055.3%
DELL vs GSK
+47.2%
+1,008.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.2% |
| 7D | -1.9% | -5.4% | +3.5% | -1.4% |
| 30D | +14.9% | -4.6% | +19.5% | +15.3% |
| 3M | +37.2% | -5.1% | +42.3% | +37.4% |
| 6M | +254.0% | -11.4% | +265.4% | +258.3% |
| YTD | +306.1% | +0.7% | +305.4% | +302.2% |
| 1Y | +312.3% | +23.0% | +289.3% | +294.5% |
| 3Y | +654.0% | +48.0% | +606.1% | +582.0% |
| 5Y | +1,055.3% | +48.2% | +1,007.1% | +930.7% |
| All | +1,055.3% | +47.2% | +1,008.1% | +930.7% |
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