+13.1%
GSK vs DG
+45.3%
-32.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.5% | -3.5% | +3.6% |
| 7D | +4.9% | +12.3% | -7.3% | +3.0% |
| 30D | +9.9% | +19.3% | -9.4% | +7.0% |
| 3M | +0.2% | +11.9% | -11.7% | -1.7% |
| 6M | +2.3% | +25.0% | -22.6% | -0.6% |
| YTD | +7.1% | +8.7% | -1.7% | +6.0% |
| 1Y | +13.1% | +44.7% | -31.6% | +9.5% |
| All | +13.1% | +45.3% | -32.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling