-6.0%
DHR vs GSK
+48.7%
-54.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.4% | -3.6% | +1.2% | -1.2% |
| 30D | -2.2% | -5.9% | +3.8% | -0.2% |
| 3M | +9.0% | -4.3% | +13.2% | +10.2% |
| 6M | +3.5% | -10.8% | +14.3% | +7.1% |
| YTD | -10.1% | +1.8% | -11.9% | -11.6% |
| 1Y | +6.2% | +23.5% | -17.3% | -2.6% |
| All | -6.0% | +48.7% | -54.8% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling