+404.6%
DHI vs GSK
+80.1%
+324.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.4% | -3.5% | +0.1% | -1.9% |
| 30D | -5.4% | -3.4% | -2.0% | -4.0% |
| 3M | -10.4% | -8.1% | -2.3% | -7.3% |
| 6M | -2.8% | -11.1% | +8.4% | +2.0% |
| YTD | -3.4% | +0.7% | -4.2% | -4.3% |
| 1Y | -22.9% | +20.1% | -43.0% | -29.4% |
| 3Y | +20.7% | +46.1% | -25.4% | -1.2% |
| 5Y | +62.1% | +48.2% | +13.9% | +27.5% |
| All | +404.6% | +80.1% | +324.5% | +272.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling