-34.6%
DOW vs GSK
+53.4%
-88.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.0% |
| 7D | -2.9% | -4.2% | +1.3% | -2.1% |
| 30D | +2.0% | -7.5% | +9.5% | +3.4% |
| 3M | -12.5% | -3.3% | -9.3% | -12.3% |
| 6M | -9.2% | -9.3% | +0.1% | -8.2% |
| YTD | +30.8% | +1.6% | +29.2% | +27.1% |
| 1Y | +29.4% | +25.5% | +3.9% | +18.0% |
| 3Y | -34.6% | +49.3% | -83.8% | -42.9% |
| All | -34.6% | +53.4% | -88.0% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling