+45.6%
GSK vs DOC
-22.8%
+68.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +1.9% | +4.4% |
| 7D | +4.9% | +8.7% | -3.8% | +3.1% |
| 30D | +9.9% | +7.6% | +2.2% | +8.1% |
| 3M | +0.2% | -5.3% | +5.4% | +1.2% |
| 6M | +2.3% | +27.6% | -25.3% | -2.8% |
| YTD | +7.1% | +32.4% | -25.3% | +0.7% |
| 1Y | +13.1% | +22.9% | -9.7% | +8.0% |
| 3Y | +66.9% | +43.1% | +23.8% | +54.1% |
| 5Y | +45.6% | -21.4% | +67.0% | +52.2% |
| All | +45.6% | -22.8% | +68.4% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling