+1,107.0%
DIA vs GSK
+222.1%
+884.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.1% | +1.1% | +1.0% | +1.7% |
| 30D | +1.5% | +6.3% | -4.9% | -0.9% |
| 3M | -2.4% | +1.8% | -4.2% | -3.4% |
| 6M | +6.0% | +1.7% | +4.3% | +4.6% |
| YTD | +10.1% | +6.5% | +3.5% | +6.2% |
| 1Y | +11.8% | +9.5% | +2.3% | +6.7% |
| 3Y | +59.7% | +65.3% | -5.6% | +26.3% |
| 5Y | +57.9% | +43.7% | +14.2% | +29.6% |
| 10Y | +236.2% | +104.1% | +132.1% | +136.7% |
| All | +1,107.0% | +222.1% | +884.9% | +552.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling