+46.7%
GSK vs DAR
-8.5%
+55.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.7% | -2.9% |
| 7D | -4.2% | -0.9% | -3.3% | -4.1% |
| 30D | -7.5% | +13.0% | -20.5% | -8.2% |
| 3M | -3.3% | +15.0% | -18.3% | -4.2% |
| 6M | -9.3% | +26.8% | -36.2% | -10.9% |
| YTD | +1.6% | +86.4% | -84.8% | -2.8% |
| 1Y | +25.5% | +115.1% | -89.6% | +18.7% |
| 3Y | +49.3% | +14.6% | +34.6% | +46.8% |
| 5Y | +46.7% | -8.8% | +55.4% | +47.0% |
| All | +46.7% | -8.5% | +55.2% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling