+246.5%
DIA vs GSK
+81.9%
+164.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | -3.6% | +2.4% | 0.0% |
| 30D | -2.7% | -5.9% | +3.2% | -0.8% |
| 3M | +3.3% | -4.3% | +7.5% | +4.5% |
| 6M | +10.4% | -10.8% | +21.2% | +14.2% |
| YTD | +10.0% | +1.8% | +8.2% | +8.3% |
| 1Y | +16.2% | +23.5% | -7.3% | +6.3% |
| 3Y | +58.7% | +49.5% | +9.2% | +31.0% |
| 5Y | +63.6% | +49.7% | +13.9% | +31.3% |
| All | +246.5% | +81.9% | +164.5% | +155.8% |
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