-5.7%
DT vs GSK
+14.9%
-20.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.6% | +0.7% |
| 7D | -25.5% | +4.9% | -30.5% | -24.6% |
| 30D | -22.3% | +9.9% | -32.2% | -20.1% |
| 3M | +2.3% | +0.2% | +2.2% | +2.2% |
| 6M | +20.7% | +2.3% | +18.4% | +22.3% |
| YTD | +7.9% | +7.1% | +0.9% | +4.7% |
| 1Y | -5.7% | +13.1% | -18.9% | -9.0% |
| All | -5.7% | +14.9% | -20.7% | -9.0% |
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