+177.5%
GSK vs DG
+606.1%
-428.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | -1.8% | +8.4% | -10.2% | -2.9% |
| 30D | -2.2% | +4.9% | -7.1% | -2.9% |
| 3M | -1.8% | +29.3% | -31.1% | -5.3% |
| 6M | -10.6% | -11.3% | +0.7% | -9.5% |
| YTD | +4.4% | +1.8% | +2.7% | +3.7% |
| 1Y | +30.4% | +25.3% | +5.1% | +25.4% |
| 3Y | +60.1% | +9.1% | +51.0% | +52.6% |
| 5Y | +46.8% | -34.9% | +81.7% | +49.9% |
| 10Y | +79.2% | +108.2% | -28.9% | +50.5% |
| All | +177.5% | +606.1% | -428.6% | +82.3% |
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