+181.2%
DLR vs GSK
+105.0%
+76.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +3.3% | +1.1% | +2.2% | +3.0% |
| 30D | +4.6% | +6.3% | -1.7% | +2.7% |
| 3M | -8.3% | +1.8% | -10.1% | -9.1% |
| 6M | -5.6% | +1.7% | -7.3% | -6.6% |
| YTD | +18.7% | +6.5% | +12.2% | +15.3% |
| 1Y | +17.1% | +9.5% | +7.6% | +12.7% |
| 3Y | +54.4% | +65.3% | -11.0% | +24.2% |
| 5Y | +36.5% | +43.7% | -7.3% | +14.3% |
| All | +181.2% | +105.0% | +76.2% | +94.7% |
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