+103.1%
DOCN vs GSK
+79.3%
+23.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.2% |
| 7D | +19.1% | +1.1% | +18.0% | +19.0% |
| 30D | -21.0% | +6.3% | -27.4% | -21.5% |
| 3M | -34.7% | +1.8% | -36.6% | -34.9% |
| 6M | -45.8% | +1.7% | -47.4% | -46.1% |
| YTD | +79.4% | +6.5% | +72.8% | +75.4% |
| 1Y | +91.0% | +9.5% | +81.5% | +85.6% |
| 3Y | +237.5% | +65.3% | +172.1% | +188.5% |
| 5Y | -30.4% | +43.7% | -74.1% | -39.2% |
| All | +103.1% | +79.3% | +23.8% | +82.5% |
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