+76.7%
GSK vs DGX
+255.3%
-178.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | -3.5% | -0.9% | -2.6% | -3.3% |
| 30D | -3.4% | -1.2% | -2.3% | -3.2% |
| 3M | -8.1% | +15.8% | -23.9% | -11.8% |
| 6M | -11.1% | +18.2% | -29.3% | -15.2% |
| YTD | +0.7% | +37.2% | -36.5% | -7.8% |
| 1Y | +20.1% | +30.4% | -10.2% | +11.3% |
| 3Y | +46.1% | +96.7% | -50.6% | +20.9% |
| 5Y | +48.2% | +67.2% | -18.9% | +26.5% |
| All | +76.7% | +255.3% | -178.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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