+99.1%
UAL vs GSK
+76.8%
+22.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -1.8% |
| 7D | +3.5% | -4.2% | +7.6% | +5.2% |
| 30D | -16.5% | -7.5% | -8.9% | -14.0% |
| 3M | +2.8% | -3.3% | +6.1% | +3.7% |
| 6M | +17.6% | -9.3% | +26.9% | +21.8% |
| YTD | -3.2% | +1.6% | -4.8% | -4.5% |
| 1Y | +0.4% | +25.5% | -25.1% | -10.0% |
| 3Y | +128.2% | +49.3% | +78.9% | +79.5% |
| 5Y | +137.7% | +46.7% | +91.1% | +85.0% |
| 10Y | +99.1% | +76.8% | +22.3% | +49.9% |
| All | +99.1% | +76.8% | +22.3% | +49.9% |
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