+251.3%
UAL vs GSK
+168.9%
+82.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.6% |
| 7D | +0.7% | -1.8% | +2.5% | +1.7% |
| 30D | -16.1% | -2.2% | -13.9% | -15.2% |
| 3M | +6.1% | -1.8% | +7.9% | +6.6% |
| 6M | +10.8% | -10.6% | +21.5% | +17.7% |
| YTD | -0.4% | +4.4% | -4.8% | -4.5% |
| 1Y | +5.0% | +30.4% | -25.4% | -13.4% |
| 3Y | +124.0% | +60.1% | +63.9% | +50.6% |
| 5Y | +141.0% | +46.8% | +94.2% | +67.5% |
| 10Y | +118.0% | +79.2% | +38.8% | +27.3% |
| All | +251.3% | +168.9% | +82.5% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling