+76.7%
GSK vs DD
+66.6%
+10.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.5% | -3.5% | 0.0% | -2.8% |
| 30D | -3.4% | -11.7% | +8.2% | -1.1% |
| 3M | -8.1% | -9.2% | +1.1% | -6.5% |
| 6M | -11.1% | -7.2% | -3.9% | -10.3% |
| YTD | +0.7% | +6.6% | -5.9% | -1.3% |
| 1Y | +20.1% | +32.0% | -11.9% | +12.4% |
| 3Y | +46.1% | +42.1% | +4.0% | +32.5% |
| 5Y | +48.2% | +58.1% | -9.8% | +29.3% |
| All | +76.7% | +66.6% | +10.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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