+59.1%
DIA vs GSK
+43.9%
+15.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -1.6% | -1.1% | -0.6% | -1.4% |
| 30D | +1.3% | +7.8% | -6.6% | -0.2% |
| 3M | -2.1% | +0.3% | -2.4% | -2.2% |
| 6M | +6.2% | +3.4% | +2.8% | +5.2% |
| YTD | +10.3% | +5.9% | +4.4% | +8.6% |
| 1Y | +11.0% | +8.2% | +2.8% | +8.8% |
| 3Y | +60.4% | +65.3% | -4.9% | +40.9% |
| 5Y | +59.1% | +43.3% | +15.8% | +39.6% |
| All | +59.1% | +43.9% | +15.2% | +39.6% |
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