-36.6%
DT vs GSK
+44.4%
-81.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +3.1% | +1.1% | +2.0% | +3.0% |
| 30D | -29.5% | +6.3% | -35.9% | -29.9% |
| 3M | -11.7% | +1.8% | -13.5% | -11.9% |
| 6M | +29.0% | +1.7% | +27.3% | +28.6% |
| YTD | +3.4% | +6.5% | -3.2% | +1.3% |
| 1Y | -4.2% | +9.5% | -13.7% | -6.6% |
| 3Y | -12.8% | +65.3% | -78.1% | -23.4% |
| All | -36.6% | +44.4% | -81.0% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling