+46.4%
DRAM vs GSK
-6.9%
+53.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -3.2% |
| 7D | -14.7% | +5.2% | -19.9% | -10.7% |
| 30D | -28.9% | +10.2% | -39.1% | -22.2% |
| 3M | -18.1% | -0.9% | -17.2% | -17.1% |
| 6M | -23.0% | +3.5% | -26.5% | -19.1% |
| All | +46.4% | -6.9% | +53.3% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling