-4.5%
DASH vs GSK
+74.2%
-78.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.5% |
| 7D | -4.8% | +4.9% | -9.7% | -5.2% |
| 30D | -7.9% | +10.8% | -18.7% | -8.6% |
| 3M | -16.3% | -1.8% | -14.5% | -16.3% |
| 6M | +10.4% | +4.1% | +6.3% | +10.0% |
| YTD | -20.1% | +7.9% | -28.0% | -20.9% |
| 1Y | -11.4% | +14.4% | -25.9% | -12.9% |
| 3Y | +114.1% | +68.1% | +46.0% | +96.7% |
| 5Y | -5.8% | +47.7% | -53.4% | -12.5% |
| All | -4.5% | +74.2% | -78.7% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling