+1,733.0%
GSK vs DD
+1,148.4%
+584.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.5% | +6.7% | -6.3% | -1.0% |
| 30D | +9.4% | +19.4% | -10.0% | +4.9% |
| 3M | +1.6% | +7.6% | -6.0% | -0.4% |
| 6M | +1.3% | +2.9% | -1.6% | 0.0% |
| YTD | +6.0% | +29.9% | -23.9% | -1.2% |
| 1Y | +9.1% | +28.6% | -19.6% | +1.9% |
| 3Y | +65.4% | +90.0% | -24.6% | +38.5% |
| 5Y | +43.0% | +68.1% | -25.2% | +21.3% |
| 10Y | +103.1% | +98.7% | +4.3% | +55.7% |
| All | +1,733.0% | +1,148.4% | +584.6% | +649.7% |
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 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