+8.5%
GSK vs DRI
+34.4%
-25.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +0.2% | +1.1% | -0.8% | -0.1% |
| 30D | +5.4% | +9.7% | -4.3% | +2.7% |
| 3M | +0.9% | +3.2% | -2.3% | -0.2% |
| 6M | +0.7% | +20.6% | -19.8% | -5.1% |
| YTD | +5.6% | +28.3% | -22.7% | -3.9% |
| 1Y | +8.5% | +34.5% | -26.0% | -4.8% |
| All | +8.5% | +34.4% | -25.9% | -4.8% |
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