+60.0%
DLR vs GSK
+53.4%
+6.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.8% |
| 7D | +3.4% | -4.2% | +7.6% | +3.8% |
| 30D | -2.2% | -7.5% | +5.3% | -1.6% |
| 3M | +4.7% | -3.3% | +8.0% | +4.9% |
| 6M | +9.0% | -9.3% | +18.3% | +9.8% |
| YTD | +24.1% | +1.6% | +22.5% | +24.2% |
| 1Y | +20.9% | +25.5% | -4.5% | +18.9% |
| 3Y | +60.0% | +49.3% | +10.8% | +55.8% |
| All | +60.0% | +53.4% | +6.6% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling