+14,609.3%
DE vs GSK
+1,705.8%
+12,903.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.5% |
| 7D | +10.0% | -1.8% | +11.9% | +10.7% |
| 30D | +13.3% | -2.2% | +15.5% | +14.0% |
| 3M | +17.5% | -1.8% | +19.3% | +17.8% |
| 6M | +13.6% | -10.6% | +24.2% | +17.4% |
| YTD | +49.8% | +4.4% | +45.4% | +46.7% |
| 1Y | +47.9% | +30.4% | +17.5% | +33.8% |
| 3Y | +72.5% | +60.1% | +12.5% | +42.7% |
| 5Y | +90.2% | +46.8% | +43.4% | +59.5% |
| 10Y | +865.4% | +79.2% | +786.1% | +646.5% |
| All | +14,609.3% | +1,705.8% | +12,903.4% | +5,470.8% |
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 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