+968.1%
GSK vs DECK
+8,125.5%
-7,157.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.0% | -0.9% | +4.7% |
| 7D | +4.9% | +10.4% | -5.4% | +4.4% |
| 30D | +9.9% | +11.1% | -1.2% | +9.3% |
| 3M | +0.2% | -10.8% | +10.9% | +0.7% |
| 6M | +2.3% | -8.7% | +11.1% | +2.7% |
| YTD | +7.1% | -14.0% | +21.1% | +7.6% |
| 1Y | +13.1% | +12.0% | +1.1% | +12.2% |
| 3Y | +66.9% | -10.5% | +77.4% | +65.5% |
| 5Y | +45.6% | +28.5% | +17.1% | +40.7% |
| 10Y | +108.1% | +923.3% | -815.2% | +79.8% |
| All | +968.1% | +8,125.5% | -7,157.5% | +708.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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