+0.4%
UAL vs GSK
+26.4%
-26.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.4% |
| 7D | +3.5% | -4.2% | +7.6% | +4.1% |
| 30D | -16.5% | -7.5% | -8.9% | -15.4% |
| 3M | +2.8% | -3.3% | +6.1% | +3.2% |
| 6M | +17.6% | -9.3% | +26.9% | +19.8% |
| YTD | -3.2% | +1.6% | -4.8% | +1.0% |
| 1Y | +0.4% | +25.5% | -25.1% | +9.1% |
| All | +0.4% | +26.4% | -26.0% | +9.1% |
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