+183.0%
DLR vs GSK
+103.7%
+79.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.5% |
| 7D | -2.0% | -1.1% | -1.0% | -1.7% |
| 30D | +0.5% | +7.8% | -7.3% | -1.8% |
| 3M | -4.4% | +0.3% | -4.7% | -4.8% |
| 6M | -6.4% | +3.4% | -9.9% | -8.0% |
| YTD | +19.5% | +5.9% | +13.6% | +16.2% |
| 1Y | +10.5% | +8.2% | +2.3% | +6.7% |
| 3Y | +54.0% | +65.3% | -11.3% | +23.8% |
| 5Y | +39.7% | +43.3% | -3.6% | +17.0% |
| All | +183.0% | +103.7% | +79.2% | +96.3% |
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