-37.1%
DOCS vs GSK
+59.5%
-96.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +2.6% | +1.1% | +1.4% | +2.5% |
| 30D | +11.4% | +6.3% | +5.1% | +11.4% |
| 3M | +25.4% | +1.8% | +23.6% | +25.4% |
| 6M | +42.5% | +1.7% | +40.9% | +42.6% |
| YTD | -24.7% | +6.5% | -31.3% | -25.0% |
| 1Y | -32.9% | +9.5% | -42.4% | -33.2% |
| 3Y | +39.6% | +65.3% | -25.7% | +38.2% |
| 5Y | -54.6% | +43.7% | -98.4% | -55.2% |
| All | -37.1% | +59.5% | -96.6% | -34.0% |
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