-100.0%
DFNS vs GSK
+44.6%
-144.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.6% | +13.4% | +13.1% |
| 7D | -37.0% | +5.2% | -42.2% | -38.7% |
| 30D | -63.4% | +10.2% | -73.6% | -65.2% |
| 3M | -94.1% | -0.9% | -93.2% | -94.1% |
| 6M | -96.3% | +3.5% | -99.8% | -96.3% |
| YTD | -99.6% | +7.2% | -106.8% | -99.6% |
| 1Y | -99.7% | +12.0% | -111.7% | -99.7% |
| 3Y | -100.0% | +67.3% | -167.3% | -100.0% |
| 5Y | -100.0% | +45.3% | -145.2% | -100.0% |
| All | -100.0% | +44.6% | -144.6% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling