-5.1%
DASH vs GSK
+70.4%
-75.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.4% | -8.0% | -9.3% |
| 7D | +0.5% | +3.6% | -3.0% | +0.3% |
| 30D | -7.1% | +8.2% | -15.3% | -7.6% |
| 3M | -13.2% | -1.2% | -12.0% | -13.1% |
| 6M | +8.3% | +1.9% | +6.4% | +8.1% |
| YTD | -20.6% | +5.5% | -26.1% | -21.2% |
| 1Y | -24.4% | +11.8% | -36.2% | -25.5% |
| 3Y | +94.5% | +64.5% | +30.0% | +79.1% |
| 5Y | -9.4% | +41.9% | -51.4% | -16.1% |
| All | -5.1% | +70.4% | -75.4% | -7.2% |
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