+102.1%
DASH vs GSK
+63.5%
+38.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.4% | -8.0% | -9.4% |
| 7D | +0.5% | +3.6% | -3.0% | +0.5% |
| 30D | -7.1% | +8.2% | -15.3% | -7.0% |
| 3M | -13.2% | -1.2% | -12.0% | -13.2% |
| 6M | +8.3% | +1.9% | +6.4% | +8.4% |
| YTD | -20.6% | +5.5% | -26.1% | -20.6% |
| 1Y | -24.4% | +11.8% | -36.2% | -24.3% |
| All | +102.1% | +63.5% | +38.6% | +95.4% |
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