-28.9%
DPZ vs GSK
+44.4%
-73.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.5% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | +15.5% | +6.3% | +9.2% | +14.3% |
| 3M | -2.0% | +1.8% | -3.8% | -2.4% |
| 6M | +12.1% | +1.7% | +10.5% | +11.7% |
| YTD | -16.6% | +6.5% | -23.1% | -17.6% |
| 1Y | -14.6% | +9.5% | -24.1% | -15.9% |
| 3Y | -4.1% | +65.3% | -69.5% | -12.5% |
| All | -28.9% | +44.4% | -73.3% | -36.1% |
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 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