+1,705.8%
GSK vs DOC
+2,974.4%
-1,268.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | -1.8% | -1.5% | -0.4% | -1.5% |
| 30D | -2.2% | -4.8% | +2.6% | -1.2% |
| 3M | -1.8% | +6.9% | -8.7% | -3.2% |
| 6M | -10.6% | +20.7% | -31.4% | -14.5% |
| YTD | +4.4% | +34.1% | -29.7% | -2.3% |
| 1Y | +30.4% | +22.6% | +7.8% | +24.0% |
| 3Y | +60.1% | +20.8% | +39.2% | +51.2% |
| 5Y | +46.8% | -24.9% | +71.7% | +51.6% |
| 10Y | +79.2% | -1.8% | +81.0% | +68.4% |
| All | +1,705.8% | +2,974.4% | -1,268.5% | +610.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling