+126.0%
DUK vs GSK
+80.1%
+46.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -3.5% | +2.9% | +0.5% |
| 30D | -2.4% | -3.4% | +1.0% | -1.4% |
| 3M | -3.0% | -8.1% | +5.1% | -0.5% |
| 6M | -6.6% | -11.1% | +4.6% | -3.3% |
| YTD | +4.6% | +0.7% | +3.8% | +3.2% |
| 1Y | +1.2% | +20.1% | -18.9% | -6.6% |
| 3Y | +45.7% | +46.1% | -0.5% | +21.4% |
| 5Y | +40.3% | +48.2% | -7.9% | +13.0% |
| All | +126.0% | +80.1% | +46.0% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling