+6.2%
DT vs GSK
+53.4%
-47.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -3.2% |
| 7D | -4.9% | -4.2% | -0.7% | -5.0% |
| 30D | +2.7% | -7.5% | +10.2% | +2.4% |
| 3M | +20.0% | -3.3% | +23.2% | +19.9% |
| 6M | +28.0% | -9.3% | +37.4% | +27.8% |
| YTD | +16.0% | +1.6% | +14.4% | +14.3% |
| 1Y | +0.7% | +25.5% | -24.8% | -3.4% |
| 3Y | +6.2% | +49.3% | -43.1% | -2.7% |
| All | +6.2% | +53.4% | -47.2% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling