+164.6%
DOCN vs GSK
+75.7%
+88.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.0% |
| 7D | +1.1% | -1.8% | +3.0% | +1.4% |
| 30D | -9.6% | -2.2% | -7.5% | -9.5% |
| 3M | -37.7% | -1.8% | -35.9% | -37.8% |
| 6M | +115.2% | -10.6% | +125.8% | +118.2% |
| YTD | +133.7% | +4.4% | +129.3% | +128.8% |
| 1Y | +250.2% | +30.4% | +219.7% | +224.1% |
| 3Y | +320.3% | +60.1% | +260.2% | +261.3% |
| 5Y | +53.1% | +46.8% | +6.3% | +32.6% |
| All | +164.6% | +75.7% | +88.9% | +138.1% |
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