+67.3%
DVN vs GSK
+80.1%
-12.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.5% | -3.5% | +8.0% | +5.6% |
| 30D | +12.0% | -3.4% | +15.4% | +13.0% |
| 3M | +13.4% | -8.1% | +21.5% | +15.9% |
| 6M | +12.1% | -11.1% | +23.2% | +15.0% |
| YTD | +38.8% | +0.7% | +38.1% | +36.3% |
| 1Y | +46.0% | +20.1% | +25.9% | +34.6% |
| 3Y | +9.5% | +46.1% | -36.6% | -9.4% |
| 5Y | +125.3% | +48.2% | +77.0% | +80.2% |
| All | +67.3% | +80.1% | -12.8% | +26.9% |
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 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