+100.2%
UAL vs GSK
+101.6%
-1.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.8% |
| 7D | +10.2% | +4.9% | +5.3% | +8.3% |
| 30D | +12.0% | +10.8% | +1.2% | +7.6% |
| 3M | -7.1% | -1.8% | -5.3% | -6.6% |
| 6M | +20.9% | +4.1% | +16.8% | +18.3% |
| YTD | +7.7% | +7.9% | -0.2% | +3.7% |
| 1Y | +23.6% | +14.4% | +9.1% | +16.2% |
| 3Y | +222.6% | +68.1% | +154.5% | +140.1% |
| 5Y | +127.9% | +47.7% | +80.3% | +79.9% |
| 10Y | +100.2% | +100.5% | -0.3% | +46.2% |
| All | +100.2% | +101.6% | -1.4% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling