+7.4%
DASH vs GSK
+48.0%
-40.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.5% |
| 7D | -10.6% | -1.8% | -8.7% | -10.4% |
| 30D | +2.2% | -2.2% | +4.3% | +2.4% |
| 3M | +32.3% | -1.8% | +34.1% | +32.4% |
| 6M | +19.1% | -10.6% | +29.7% | +20.1% |
| YTD | -6.5% | +4.4% | -10.9% | -7.4% |
| 1Y | -14.9% | +30.4% | -45.3% | -18.2% |
| 3Y | +151.9% | +60.1% | +91.9% | +127.5% |
| All | +7.4% | +48.0% | -40.6% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling