+104.0%
GSK vs DD
+99.5%
+4.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -1.1% | +3.2% | -4.3% | -1.7% |
| 30D | +7.8% | +20.3% | -12.4% | +3.8% |
| 3M | +0.3% | +8.2% | -7.9% | -1.5% |
| 6M | +3.4% | +3.4% | 0.0% | +2.3% |
| YTD | +5.9% | +30.6% | -24.7% | -0.5% |
| 1Y | +8.2% | +30.6% | -22.4% | +1.6% |
| 3Y | +65.3% | +91.1% | -25.8% | +41.0% |
| 5Y | +43.3% | +68.6% | -25.3% | +23.5% |
| All | +104.0% | +99.5% | +4.5% | +59.4% |
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