+4,328.8%
LUV vs GSK
+1,657.0%
+2,671.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.5% |
| 7D | +3.1% | -4.2% | +7.3% | +4.6% |
| 30D | -17.4% | -7.5% | -9.9% | -15.3% |
| 3M | -4.9% | -3.3% | -1.6% | -4.0% |
| 6M | -5.7% | -9.3% | +3.6% | -2.8% |
| YTD | -5.2% | +1.6% | -6.8% | -6.0% |
| 1Y | +24.1% | +25.5% | -1.4% | +13.9% |
| 3Y | +39.6% | +49.3% | -9.7% | +18.0% |
| 5Y | -12.5% | +46.7% | -59.1% | -26.5% |
| 10Y | +12.9% | +76.8% | -63.9% | -12.1% |
| All | +4,328.8% | +1,657.0% | +2,671.8% | +1,531.0% |
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