-8.4%
DPZ vs GSK
+60.3%
-68.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.5% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | -7.0% | -2.2% | -4.8% | -6.7% |
| 3M | +11.6% | -1.8% | +13.4% | +11.8% |
| 6M | -15.2% | -10.6% | -4.6% | -14.1% |
| YTD | -17.2% | +4.4% | -21.7% | -17.7% |
| 1Y | -24.8% | +30.4% | -55.3% | -26.9% |
| All | -8.4% | +60.3% | -68.7% | -14.1% |
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