-22.5%
DIS vs GSK
+44.4%
-67.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +1.9% | +1.1% | +0.8% | +1.7% |
| 30D | +9.2% | +6.3% | +2.8% | +8.0% |
| 3M | +13.5% | +1.8% | +11.7% | +13.1% |
| 6M | +14.3% | +1.7% | +12.6% | +13.9% |
| YTD | +5.4% | +6.5% | -1.2% | +4.4% |
| 1Y | +12.2% | +9.5% | +2.7% | +10.7% |
| 3Y | +37.2% | +65.3% | -28.1% | +25.2% |
| All | -22.5% | +44.4% | -67.0% | -30.6% |
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