+3,457.3%
DLR vs GSK
+248.0%
+3,209.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.4% |
| 7D | +2.4% | +4.9% | -2.5% | +0.3% |
| 30D | +0.7% | +10.8% | -10.1% | -3.7% |
| 3M | -6.4% | -1.8% | -4.6% | -6.2% |
| 6M | -6.5% | +4.1% | -10.6% | -9.0% |
| YTD | +18.8% | +7.9% | +10.9% | +13.1% |
| 1Y | +9.0% | +14.4% | -5.4% | +1.1% |
| 3Y | +54.5% | +68.1% | -13.6% | +14.8% |
| 5Y | +35.8% | +47.7% | -11.8% | +4.9% |
| 10Y | +177.5% | +100.5% | +77.0% | +76.6% |
| All | +3,457.3% | +248.0% | +3,209.3% | +1,584.8% |
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 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