-50.3%
DOCS vs GSK
+56.3%
-106.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.8% | -2.8% |
| 7D | -1.4% | -1.8% | +0.4% | -1.4% |
| 30D | +21.8% | -2.2% | +24.0% | +21.8% |
| 3M | +27.3% | -1.8% | +29.1% | +27.3% |
| 6M | -0.3% | -10.6% | +10.3% | -0.5% |
| YTD | -40.5% | +4.4% | -44.9% | -40.7% |
| 1Y | -61.5% | +30.4% | -92.0% | -61.8% |
| 3Y | +8.2% | +60.1% | -51.9% | +7.2% |
| 5Y | -73.4% | +46.8% | -120.2% | -74.4% |
| All | -50.3% | +56.3% | -106.6% | -47.9% |
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