-35.5%
DOW vs GSK
+47.2%
-82.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | -2.4% | -5.4% | +3.0% | -1.2% |
| 30D | -4.1% | -4.6% | +0.5% | -3.2% |
| 3M | -12.4% | -5.1% | -7.3% | -11.7% |
| 6M | -10.6% | -11.4% | +0.8% | -8.9% |
| YTD | +31.1% | +0.7% | +30.4% | +28.4% |
| 1Y | +30.5% | +23.0% | +7.5% | +20.7% |
| 3Y | -34.4% | +48.0% | -82.4% | -43.0% |
| 5Y | -35.5% | +48.2% | -83.7% | -45.5% |
| All | -35.5% | +47.2% | -82.7% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling