+23.2%
GSK vs DRI
+4.8%
+18.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.3% |
| 7D | -4.2% | -1.2% | -3.0% | -3.9% |
| 30D | -7.5% | -0.4% | -7.1% | -7.6% |
| 3M | -3.3% | +9.5% | -12.8% | -5.5% |
| 6M | -9.3% | +6.5% | -15.8% | -11.0% |
| YTD | +1.6% | +18.4% | -16.8% | -2.2% |
| All | +23.2% | +4.8% | +18.5% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling