+4.3%
DPZ vs GSK
+1.7%
+2.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +9.5% | +3.6% | +5.9% | +8.1% |
| 30D | +12.8% | +8.2% | +4.6% | +10.1% |
| 3M | -6.2% | -1.2% | -5.1% | -6.6% |
| 6M | +4.3% | +1.9% | +2.4% | +3.6% |
| All | +4.3% | +1.7% | +2.5% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling