-38.0%
DOCS vs GSK
+61.5%
-99.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +1.1% |
| 7D | 0.0% | +4.9% | -4.9% | 0.0% |
| 30D | +7.8% | +10.8% | -3.1% | +7.8% |
| 3M | +20.0% | -1.8% | +21.8% | +19.8% |
| 6M | +26.5% | +4.1% | +22.4% | +26.6% |
| YTD | -25.8% | +7.9% | -33.6% | -26.0% |
| 1Y | -39.5% | +14.4% | -53.9% | -39.7% |
| 3Y | +60.3% | +68.1% | -7.8% | +58.7% |
| 5Y | -57.0% | +47.7% | -104.7% | -57.4% |
| All | -38.0% | +61.5% | -99.4% | -35.0% |
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 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