+124.3%
DVN vs GSK
+47.2%
+77.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.2% |
| 7D | +2.5% | -5.4% | +7.9% | +3.2% |
| 30D | +10.2% | -4.6% | +14.8% | +10.8% |
| 3M | +8.1% | -5.1% | +13.2% | +8.6% |
| 6M | +15.9% | -11.4% | +27.3% | +17.3% |
| YTD | +38.2% | +0.7% | +37.5% | +36.7% |
| 1Y | +44.5% | +23.0% | +21.5% | +38.1% |
| 3Y | +5.1% | +48.0% | -42.8% | -5.6% |
| 5Y | +124.3% | +48.2% | +76.1% | +99.8% |
| All | +124.3% | +47.2% | +77.1% | +99.8% |
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