-35.6%
DOCN vs GSK
+43.2%
-78.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -19.2% | +1.7% | -20.8% | -19.3% |
| 30D | -43.1% | +7.0% | -50.1% | -43.5% |
| 3M | -40.7% | -2.7% | -38.0% | -40.5% |
| 6M | -55.0% | +1.4% | -56.4% | -55.3% |
| YTD | +50.6% | +5.3% | +45.3% | +47.1% |
| 1Y | +54.0% | +10.6% | +43.3% | +48.5% |
| 3Y | +203.9% | +62.6% | +141.3% | +155.6% |
| All | -35.6% | +43.2% | -78.8% | -49.0% |
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