-25.8%
DPZ vs GSK
+43.5%
-69.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +9.5% | +3.6% | +5.9% | +8.8% |
| 30D | +12.8% | +8.2% | +4.6% | +11.4% |
| 3M | -6.2% | -1.2% | -5.1% | -6.2% |
| 6M | +4.3% | +1.9% | +2.4% | +3.8% |
| YTD | -16.6% | +5.5% | -22.1% | -17.5% |
| 1Y | -12.8% | +11.8% | -24.6% | -14.4% |
| 3Y | -0.8% | +64.5% | -65.3% | -9.4% |
| 5Y | -25.8% | +41.9% | -67.7% | -33.3% |
| All | -25.8% | +43.5% | -69.3% | -33.3% |
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 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