+7.9%
DT vs GSK
+22.9%
-15.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.3% |
| 7D | -2.5% | -5.4% | +2.9% | -4.2% |
| 30D | +3.5% | -4.6% | +8.2% | +2.1% |
| 3M | +26.7% | -5.1% | +31.8% | +25.1% |
| 6M | +36.1% | -11.4% | +47.6% | +32.2% |
| YTD | +18.6% | +0.7% | +17.9% | +16.0% |
| 1Y | +7.9% | +23.0% | -15.1% | +8.8% |
| All | +7.9% | +22.9% | -15.0% | +8.8% |
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