+2,545.7%
DUK vs GSK
+1,660.2%
+885.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -0.1% | -3.6% | +3.5% | +0.7% |
| 30D | +0.2% | -5.9% | +6.2% | +1.6% |
| 3M | -1.9% | -4.3% | +2.4% | -1.1% |
| 6M | -6.5% | -10.8% | +4.3% | -4.3% |
| YTD | +5.4% | +1.8% | +3.6% | +4.4% |
| 1Y | +3.6% | +23.5% | -19.9% | -2.2% |
| 3Y | +48.1% | +49.5% | -1.4% | +32.2% |
| 5Y | +39.6% | +49.7% | -10.1% | +23.4% |
| 10Y | +131.8% | +81.9% | +49.9% | +95.3% |
| All | +2,545.7% | +1,660.2% | +885.5% | +1,378.2% |
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