+11.8%
GSK vs DOC
+21.7%
-9.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +3.6% | +6.2% | -2.7% | +2.3% |
| 30D | +8.2% | +6.5% | +1.7% | +6.8% |
| 3M | -1.2% | -6.2% | +5.1% | -0.4% |
| 6M | +1.9% | +25.6% | -23.7% | -0.2% |
| YTD | +5.5% | +32.1% | -26.6% | +2.2% |
| 1Y | +11.8% | +20.3% | -8.5% | +9.3% |
| All | +11.8% | +21.7% | -9.9% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling