+1,754.3%
GSK vs DD
+1,166.0%
+588.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +5.2% | +2.2% | +3.0% | +4.6% |
| 30D | +10.2% | +20.7% | -10.5% | +5.3% |
| 3M | -0.9% | +11.3% | -12.2% | -3.6% |
| 6M | +3.5% | +6.0% | -2.5% | +1.5% |
| YTD | +7.2% | +31.7% | -24.5% | -0.3% |
| 1Y | +12.0% | +32.2% | -20.2% | +4.0% |
| 3Y | +67.3% | +92.7% | -25.3% | +39.7% |
| 5Y | +45.3% | +72.1% | -26.9% | +22.5% |
| 10Y | +101.8% | +99.7% | +2.1% | +54.6% |
| All | +1,754.3% | +1,166.0% | +588.4% | +656.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling