-32.9%
DOCN vs GSK
+47.2%
-80.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.6% | +7.8% |
| 7D | -12.8% | +4.9% | -17.7% | -13.2% |
| 30D | -41.9% | +10.8% | -52.8% | -42.6% |
| 3M | -36.9% | -1.8% | -35.1% | -36.7% |
| 6M | -52.2% | +4.1% | -56.3% | -52.8% |
| YTD | +62.7% | +7.9% | +54.8% | +58.6% |
| 1Y | +58.2% | +14.4% | +43.8% | +51.9% |
| 3Y | +219.5% | +68.1% | +151.4% | +167.1% |
| 5Y | -32.9% | +47.7% | -80.5% | -47.2% |
| All | -32.9% | +47.2% | -80.1% | -47.2% |
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