-99.6%
DFNS vs GSK
+14.9%
-114.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.0% | -23.4% | -20.9% |
| 7D | -27.7% | +4.9% | -32.6% | -29.9% |
| 30D | -58.0% | +9.9% | -67.8% | -60.7% |
| 3M | -94.0% | +0.2% | -94.1% | -94.0% |
| 6M | -94.6% | +2.3% | -96.9% | -94.5% |
| YTD | -99.4% | +7.1% | -106.5% | -99.4% |
| 1Y | -99.6% | +13.1% | -112.8% | -99.6% |
| All | -99.6% | +14.9% | -114.6% | -99.6% |
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