+206.7%
UAL vs GSK
+63.2%
+143.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +8.2% | +1.7% | +6.5% | +8.0% |
| 30D | +2.3% | +7.0% | -4.7% | +2.0% |
| 3M | -12.7% | -2.7% | -10.0% | -12.6% |
| 6M | +12.7% | +1.4% | +11.3% | +12.7% |
| YTD | +0.8% | +5.3% | -4.5% | +2.0% |
| 1Y | +17.8% | +10.6% | +7.1% | +19.4% |
| 3Y | +206.7% | +62.6% | +144.1% | +225.4% |
| All | +206.7% | +63.2% | +143.5% | +225.4% |
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