-99.9%
DFNS vs GSK
+47.3%
-147.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | +4.6% | -3.6% | +8.2% | +6.5% |
| 30D | -73.9% | -5.9% | -68.0% | -73.1% |
| 3M | -71.7% | -4.3% | -67.5% | -70.7% |
| 6M | -94.6% | -10.8% | -83.8% | -94.2% |
| YTD | -98.1% | +1.8% | -99.9% | -98.1% |
| 1Y | -98.3% | +23.5% | -121.8% | -98.4% |
| 3Y | -99.9% | +49.5% | -149.4% | -99.9% |
| 5Y | -99.9% | +49.7% | -149.5% | -99.9% |
| All | -99.9% | +47.3% | -147.2% | -99.9% |
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