+1,196.2%
DVN vs GSK
+1,660.2%
-464.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.1% | -3.6% | +3.5% | +0.9% |
| 30D | +8.0% | -5.9% | +13.9% | +9.7% |
| 3M | +11.9% | -4.3% | +16.2% | +12.9% |
| 6M | +10.6% | -10.8% | +21.4% | +13.2% |
| YTD | +35.4% | +1.8% | +33.6% | +33.2% |
| 1Y | +46.5% | +23.5% | +23.0% | +36.1% |
| 3Y | +3.0% | +49.5% | -46.6% | -11.3% |
| 5Y | +120.5% | +49.7% | +70.9% | +87.9% |
| 10Y | +62.5% | +81.9% | -19.5% | +30.6% |
| All | +1,196.2% | +1,660.2% | -464.1% | +637.9% |
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 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