+9.5%
DVN vs GSK
+47.2%
-37.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.5% | -3.5% | +8.0% | +4.6% |
| 30D | +12.0% | -3.4% | +15.4% | +12.0% |
| 3M | +13.4% | -8.1% | +21.5% | +13.5% |
| 6M | +12.1% | -11.1% | +23.2% | +12.3% |
| YTD | +38.8% | +0.7% | +38.1% | +37.7% |
| 1Y | +46.0% | +20.1% | +25.9% | +43.8% |
| 3Y | +9.5% | +46.1% | -36.6% | +4.7% |
| All | +9.5% | +47.2% | -37.7% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling