+851.5%
DE vs GSK
+80.1%
+771.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.6% | -3.5% | +1.0% | -1.4% |
| 30D | +9.0% | -3.4% | +12.5% | +10.1% |
| 3M | +19.1% | -8.1% | +27.3% | +22.1% |
| 6M | +14.4% | -11.1% | +25.5% | +18.4% |
| YTD | +45.9% | +0.7% | +45.2% | +44.7% |
| 1Y | +43.6% | +20.1% | +23.5% | +33.6% |
| 3Y | +75.9% | +46.1% | +29.8% | +48.8% |
| 5Y | +98.8% | +48.2% | +50.5% | +62.1% |
| All | +851.5% | +80.1% | +771.4% | +610.8% |
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