+105.2%
GSK vs DAR
+311.7%
-206.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +1.1% | +11.6% | -10.4% | 0.0% |
| 30D | +6.3% | -10.2% | +16.6% | +7.4% |
| 3M | +1.8% | -14.8% | +16.6% | +3.3% |
| 6M | +1.7% | -10.1% | +11.7% | +2.3% |
| YTD | +6.5% | +55.5% | -49.0% | +0.3% |
| 1Y | +9.5% | +61.7% | -52.2% | +2.5% |
| 3Y | +65.3% | +37.2% | +28.1% | +54.2% |
| 5Y | +43.7% | -26.9% | +70.7% | +43.7% |
| All | +105.2% | +311.7% | -206.5% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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