+5.0%
UAL vs GSK
+31.2%
-26.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.8% |
| 7D | +0.7% | -1.8% | +2.5% | +1.0% |
| 30D | -16.1% | -2.2% | -13.9% | -15.8% |
| 3M | +6.1% | -1.8% | +7.9% | +6.3% |
| 6M | +10.8% | -10.6% | +21.5% | +12.1% |
| YTD | -0.4% | +4.4% | -4.8% | +3.5% |
| 1Y | +5.0% | +30.4% | -25.4% | +13.6% |
| All | +5.0% | +31.2% | -26.2% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling