+461.9%
GSK vs DGX
+8,794.8%
-8,332.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.6% | -2.2% | -1.4% | -3.1% |
| 30D | -5.9% | -0.9% | -5.0% | -5.7% |
| 3M | -4.3% | +15.6% | -19.8% | -7.1% |
| 6M | -10.8% | +17.8% | -28.6% | -13.8% |
| YTD | +1.8% | +37.5% | -35.7% | -4.8% |
| 1Y | +23.5% | +31.2% | -7.7% | +16.4% |
| 3Y | +49.5% | +96.6% | -47.1% | +29.4% |
| 5Y | +49.7% | +64.9% | -15.2% | +33.1% |
| 10Y | +81.9% | +254.6% | -172.7% | +36.7% |
| All | +461.9% | +8,794.8% | -8,332.8% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling