+76.7%
GSK vs DG
+101.8%
-25.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -3.5% | -6.5% | +3.0% | -2.7% |
| 30D | -3.4% | +4.2% | -7.6% | -4.0% |
| 3M | -8.1% | +9.5% | -17.6% | -9.3% |
| 6M | -11.1% | -13.1% | +2.0% | -9.8% |
| YTD | +0.7% | -4.8% | +5.6% | +1.0% |
| 1Y | +20.1% | +20.6% | -0.5% | +16.4% |
| 3Y | +46.1% | +4.9% | +41.2% | +39.9% |
| 5Y | +48.2% | -37.9% | +86.1% | +53.0% |
| All | +76.7% | +101.8% | -25.0% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling