+49.7%
GSK vs DD
+59.3%
-9.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.7% |
| 7D | -3.6% | -3.8% | +0.2% | -2.9% |
| 30D | -5.9% | -9.2% | +3.3% | -4.2% |
| 3M | -4.3% | -9.0% | +4.7% | -2.7% |
| 6M | -10.8% | -5.0% | -5.8% | -10.5% |
| YTD | +1.8% | +7.4% | -5.6% | -0.4% |
| 1Y | +23.5% | +35.1% | -11.6% | +15.0% |
| 3Y | +49.5% | +43.2% | +6.3% | +35.6% |
| 5Y | +49.7% | +59.6% | -10.0% | +29.7% |
| All | +49.7% | +59.3% | -9.7% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling