+237.1%
DIA vs GSK
+102.0%
+135.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -1.6% | -1.1% | -0.6% | -1.3% |
| 30D | +1.3% | +7.8% | -6.6% | -1.3% |
| 3M | -2.1% | +0.3% | -2.4% | -2.4% |
| 6M | +6.2% | +3.4% | +2.8% | +4.4% |
| YTD | +10.3% | +5.9% | +4.4% | +7.0% |
| 1Y | +11.0% | +8.2% | +2.8% | +6.7% |
| 3Y | +60.4% | +65.3% | -4.9% | +27.0% |
| 5Y | +59.1% | +43.3% | +15.8% | +31.6% |
| 10Y | +237.1% | +102.9% | +134.2% | +139.0% |
| All | +237.1% | +102.0% | +135.1% | +139.0% |
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 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