+105.2%
GSK vs DRI
+331.7%
-226.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | +1.1% | +1.1% | +0.1% | +1.0% |
| 30D | +6.3% | +9.7% | -3.4% | +5.0% |
| 3M | +1.8% | +3.2% | -1.4% | +1.3% |
| 6M | +1.7% | +20.6% | -18.9% | -1.0% |
| YTD | +6.5% | +28.3% | -21.7% | +2.8% |
| 1Y | +9.5% | +34.5% | -25.1% | +5.0% |
| 3Y | +65.3% | +66.5% | -1.2% | +53.1% |
| 5Y | +43.7% | +79.6% | -35.9% | +30.7% |
| All | +105.2% | +331.7% | -226.5% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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