+76.5%
DE vs GSK
+47.2%
+29.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | -2.4% | -5.4% | +3.0% | -1.3% |
| 30D | +9.7% | -4.6% | +14.3% | +10.6% |
| 3M | +21.4% | -5.1% | +26.5% | +22.4% |
| 6M | +15.0% | -11.4% | +26.4% | +17.6% |
| YTD | +46.4% | +0.7% | +45.7% | +46.3% |
| 1Y | +45.6% | +23.0% | +22.6% | +40.5% |
| All | +76.5% | +47.2% | +29.3% | +63.5% |
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 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