+133.6%
UAL vs GSK
+62.2%
+71.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.6% |
| 7D | +0.7% | -1.8% | +2.5% | +0.8% |
| 30D | -16.1% | -2.2% | -13.9% | -16.0% |
| 3M | +6.1% | -1.8% | +7.9% | +6.2% |
| 6M | +10.8% | -10.6% | +21.5% | +11.3% |
| YTD | -0.4% | +4.4% | -4.8% | +0.5% |
| 1Y | +5.0% | +30.4% | -25.4% | +6.2% |
| All | +133.6% | +62.2% | +71.4% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling