+255.6%
UAL vs GSK
+171.3%
+84.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +8.2% | +1.7% | +6.5% | +7.2% |
| 30D | +2.3% | +7.0% | -4.7% | -1.8% |
| 3M | -12.7% | -2.7% | -10.0% | -11.8% |
| 6M | +12.7% | +1.4% | +11.3% | +10.5% |
| YTD | +0.8% | +5.3% | -4.5% | -4.1% |
| 1Y | +17.8% | +10.6% | +7.1% | +8.6% |
| 3Y | +206.7% | +62.6% | +144.1% | +104.2% |
| 5Y | +113.9% | +41.7% | +72.2% | +52.9% |
| 10Y | +97.0% | +104.7% | -7.7% | +3.5% |
| All | +255.6% | +171.3% | +84.4% | +23.6% |
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