+183.1%
GSK vs DG
+614.5%
-431.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | +6.3% | +3.2% | +3.1% | +5.8% |
| 3M | +1.8% | +10.4% | -8.6% | +0.3% |
| 6M | +1.7% | +33.2% | -31.5% | -2.6% |
| YTD | +6.5% | +3.0% | +3.6% | +5.6% |
| 1Y | +9.5% | +31.2% | -21.7% | +4.7% |
| 3Y | +65.3% | +21.8% | +43.5% | +54.8% |
| 5Y | +43.7% | -35.0% | +78.7% | +46.8% |
| 10Y | +104.1% | +106.0% | -1.9% | +71.6% |
| All | +183.1% | +614.5% | -431.4% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling