+39.0%
DVN vs GSK
+14.9%
+24.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.0% | -12.4% | -6.7% |
| 7D | -13.9% | +4.9% | -18.9% | -13.3% |
| 30D | -8.0% | +9.9% | -17.9% | -6.9% |
| 3M | +0.8% | +0.2% | +0.6% | +1.3% |
| 6M | -12.8% | +2.3% | -15.1% | -12.1% |
| YTD | +22.7% | +7.1% | +15.7% | +17.7% |
| 1Y | +39.0% | +13.1% | +25.9% | +33.2% |
| All | +39.0% | +14.9% | +24.1% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling