-28.4%
DT vs GSK
+47.3%
-75.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -0.5% | -3.6% | +3.1% | -0.2% |
| 30D | +0.1% | -5.9% | +6.0% | +0.5% |
| 3M | +24.1% | -4.3% | +28.4% | +24.4% |
| 6M | +30.1% | -10.8% | +40.9% | +31.2% |
| YTD | +16.8% | +1.8% | +15.0% | +14.8% |
| 1Y | -0.1% | +23.5% | -23.6% | -5.5% |
| 3Y | +6.8% | +49.5% | -42.7% | -4.7% |
| 5Y | -28.4% | +49.7% | -78.0% | -39.6% |
| All | -28.4% | +47.3% | -75.7% | -39.6% |
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