-10.8%
DOW vs GSK
+70.4%
-81.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.2% |
| 7D | -2.4% | -1.8% | -0.6% | -1.7% |
| 30D | +0.4% | -2.2% | +2.6% | +1.1% |
| 3M | -14.4% | -1.8% | -12.6% | -14.3% |
| 6M | -7.0% | -10.6% | +3.6% | -3.8% |
| YTD | +30.2% | +4.4% | +25.8% | +24.6% |
| 1Y | +29.2% | +30.4% | -1.2% | +10.6% |
| 3Y | -36.7% | +60.1% | -96.8% | -53.1% |
| 5Y | -37.7% | +46.8% | -84.5% | -53.2% |
| All | -10.8% | +70.4% | -81.2% | -40.2% |
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