+117.6%
DT vs GSK
+67.1%
+50.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | -3.3% | -1.8% | -1.5% | -2.8% |
| 30D | +2.0% | -2.2% | +4.2% | +2.5% |
| 3M | +20.0% | -1.8% | +21.8% | +20.1% |
| 6M | +39.3% | -10.6% | +49.9% | +42.4% |
| YTD | +19.8% | +4.4% | +15.3% | +15.7% |
| 1Y | +4.3% | +30.4% | -26.1% | -7.5% |
| 3Y | +7.7% | +60.1% | -52.4% | -15.3% |
| 5Y | -26.8% | +46.8% | -73.6% | -41.4% |
| All | +117.6% | +67.1% | +50.6% | +46.1% |
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