+1,007.6%
GSK vs DAR
+1,373.4%
-365.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | +5.2% | -3.8% | +9.0% | +5.4% |
| 30D | +10.2% | -14.4% | +24.6% | +10.8% |
| 3M | -0.9% | -17.9% | +17.0% | -0.2% |
| 6M | +3.5% | -18.3% | +21.8% | +4.2% |
| YTD | +7.2% | +43.2% | -36.0% | +5.3% |
| 1Y | +12.0% | +57.7% | -45.7% | +9.6% |
| 3Y | +67.3% | +22.7% | +44.6% | +64.2% |
| 5Y | +45.3% | -34.0% | +79.3% | +45.4% |
| 10Y | +101.8% | +279.5% | -177.7% | +86.8% |
| All | +1,007.6% | +1,373.4% | -365.8% | +865.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling