+40.2%
DUK vs GSK
+47.2%
-7.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | -1.7% | -5.4% | +3.7% | -0.6% |
| 30D | -2.2% | -4.6% | +2.4% | -1.4% |
| 3M | -3.7% | -5.1% | +1.4% | -2.8% |
| 6M | -6.3% | -11.4% | +5.1% | -4.2% |
| YTD | +4.5% | +0.7% | +3.8% | +3.7% |
| 1Y | +1.8% | +23.0% | -21.2% | -3.6% |
| 3Y | +46.8% | +48.0% | -1.1% | +30.6% |
| 5Y | +40.2% | +48.2% | -8.0% | +20.9% |
| All | +40.2% | +47.2% | -7.0% | +20.9% |
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