+103.6%
GSK vs DOC
+15.7%
+87.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +1.7% | +6.5% | -4.8% | +0.2% |
| 30D | +7.0% | +9.2% | -2.1% | +4.9% |
| 3M | -2.7% | -2.5% | -0.2% | -2.1% |
| 6M | +1.4% | +7.1% | -5.7% | -0.2% |
| YTD | +5.3% | +33.0% | -27.7% | -2.0% |
| 1Y | +10.6% | +23.3% | -12.6% | +4.7% |
| 3Y | +62.6% | +44.9% | +17.7% | +46.7% |
| 5Y | +41.7% | -21.6% | +63.3% | +46.6% |
| All | +103.6% | +15.7% | +87.9% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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