-98.3%
DFNS vs GSK
+31.2%
-129.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +2.2% |
| 7D | -16.0% | -1.8% | -14.2% | -14.7% |
| 30D | -77.7% | -2.2% | -75.5% | -77.2% |
| 3M | -77.2% | -1.8% | -75.4% | -76.3% |
| 6M | -95.2% | -10.6% | -84.6% | -94.9% |
| YTD | -98.0% | +4.4% | -102.4% | -98.0% |
| 1Y | -98.3% | +30.4% | -128.7% | -98.7% |
| All | -98.3% | +31.2% | -129.5% | -98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling