+45.3%
GSK vs DOCU
-71.6%
+116.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.2% | -3.4% | +8.6% | +5.2% |
| 30D | +10.2% | +9.3% | +0.9% | +10.1% |
| 3M | -0.9% | +30.2% | -31.1% | -1.2% |
| 6M | +3.5% | +62.1% | -58.6% | +3.0% |
| YTD | +7.2% | +13.5% | -6.3% | +7.3% |
| 1Y | +12.0% | +11.5% | +0.5% | +12.1% |
| 3Y | +67.3% | +89.5% | -22.2% | +64.6% |
| 5Y | +45.3% | -69.6% | +114.9% | +45.5% |
| All | +45.3% | -71.6% | +116.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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