-31.1%
DOCN vs GSK
+43.5%
-74.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.4% | -14.4% | -15.7% |
| 7D | -29.3% | +3.6% | -32.8% | -29.5% |
| 30D | -46.0% | +8.2% | -54.2% | -46.5% |
| 3M | -43.2% | -1.2% | -42.0% | -43.1% |
| 6M | -53.7% | +1.9% | -55.6% | -54.1% |
| YTD | +46.9% | +5.5% | +41.4% | +43.6% |
| 1Y | +54.3% | +11.8% | +42.5% | +48.7% |
| 3Y | +185.5% | +64.5% | +121.0% | +140.8% |
| 5Y | -31.1% | +41.9% | -73.0% | -44.0% |
| All | -31.1% | +43.5% | -74.6% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling