+87.8%
DT vs GSK
+70.5%
+17.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +3.1% | +1.1% | +2.0% | +2.8% |
| 30D | -29.5% | +6.3% | -35.9% | -30.7% |
| 3M | -11.7% | +1.8% | -13.5% | -12.3% |
| 6M | +29.0% | +1.7% | +27.3% | +27.7% |
| YTD | +3.4% | +6.5% | -3.2% | -0.8% |
| 1Y | -4.2% | +9.5% | -13.7% | -9.0% |
| 3Y | -12.8% | +65.3% | -78.1% | -32.1% |
| 5Y | -39.6% | +43.7% | -83.3% | -50.5% |
| All | +87.8% | +70.5% | +17.4% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling