+124.0%
DPZ vs GSK
+103.4%
+20.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +6.6% | +1.7% | +4.9% | +6.2% |
| 30D | +10.3% | +7.0% | +3.2% | +8.9% |
| 3M | -6.2% | -2.7% | -3.5% | -5.8% |
| 6M | +4.2% | +1.4% | +2.8% | +3.8% |
| YTD | -18.4% | +5.3% | -23.7% | -19.4% |
| 1Y | -14.9% | +10.6% | -25.6% | -16.8% |
| 3Y | -4.6% | +62.6% | -67.2% | -14.5% |
| 5Y | -27.4% | +41.7% | -69.1% | -33.8% |
| All | +124.0% | +103.4% | +20.6% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling