+3,047.2%
DELL vs GSK
+81.9%
+2,965.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.5% | -7.7% | -7.3% |
| 7D | +4.9% | +1.1% | +3.7% | +4.6% |
| 30D | -32.1% | +6.3% | -38.4% | -33.3% |
| 3M | -30.2% | +1.8% | -32.0% | -31.0% |
| 6M | +41.7% | +1.7% | +40.1% | +39.0% |
| YTD | +176.6% | +6.5% | +170.0% | +166.7% |
| 1Y | +159.9% | +9.5% | +150.5% | +148.5% |
| 3Y | +388.0% | +65.3% | +322.7% | +290.3% |
| 5Y | +578.2% | +43.7% | +534.5% | +462.6% |
| 10Y | +2,653.4% | +104.1% | +2,549.3% | +1,885.6% |
| All | +3,047.2% | +81.9% | +2,965.3% | +2,216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling