+105.2%
GSK vs DD
+97.1%
+8.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +1.1% | +5.0% | -3.8% | +0.2% |
| 30D | +6.3% | +19.7% | -13.4% | +2.5% |
| 3M | +1.8% | +7.2% | -5.4% | +0.2% |
| 6M | +1.7% | +1.0% | +0.6% | +1.0% |
| YTD | +6.5% | +29.1% | -22.6% | +0.3% |
| 1Y | +9.5% | +28.5% | -19.0% | +3.1% |
| 3Y | +65.3% | +89.4% | -24.1% | +41.3% |
| 5Y | +43.7% | +67.1% | -23.4% | +24.1% |
| All | +105.2% | +97.1% | +8.1% | +60.8% |
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