-20.2%
DOW vs GSK
+65.8%
-86.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | +5.2% | +1.1% | +4.1% | +5.0% |
| 30D | +13.2% | +6.3% | +6.9% | +11.9% |
| 3M | +10.1% | +1.8% | +8.3% | +9.5% |
| 6M | -13.1% | +1.7% | -14.7% | -13.8% |
| YTD | +46.1% | +6.5% | +39.6% | +40.5% |
| 1Y | +50.0% | +9.5% | +40.5% | +43.1% |
| 3Y | -20.2% | +65.3% | -85.5% | -32.0% |
| All | -20.2% | +65.8% | -86.1% | -32.0% |
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 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