+3,595.6%
DLR vs GSK
+236.8%
+3,358.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | +1.6% | -1.8% | +3.4% | +2.4% |
| 30D | -3.4% | -2.2% | -1.2% | -2.7% |
| 3M | +0.5% | -1.8% | +2.3% | +0.7% |
| 6M | +4.6% | -10.6% | +15.2% | +8.9% |
| YTD | +23.4% | +4.4% | +19.0% | +19.6% |
| 1Y | +19.0% | +30.4% | -11.4% | +3.6% |
| 3Y | +56.5% | +60.1% | -3.5% | +19.0% |
| 5Y | +33.3% | +46.8% | -13.5% | +3.3% |
| 10Y | +165.1% | +79.2% | +85.9% | +79.0% |
| All | +3,595.6% | +236.8% | +3,358.8% | +1,681.1% |
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