-37.4%
DOCS vs GSK
+57.9%
-95.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.3% |
| 7D | -1.3% | +3.6% | -4.9% | -1.3% |
| 30D | +19.4% | +8.2% | +11.2% | +19.4% |
| 3M | +53.4% | -1.2% | +54.6% | +53.4% |
| 6M | +28.8% | +1.9% | +26.9% | +28.9% |
| YTD | -25.1% | +5.5% | -30.6% | -25.3% |
| 1Y | -48.1% | +11.8% | -59.9% | -48.4% |
| 3Y | +51.4% | +64.5% | -13.1% | +49.9% |
| 5Y | -51.1% | +41.9% | -93.0% | -51.7% |
| All | -37.4% | +57.9% | -95.3% | -34.3% |
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