+49.3%
GSK vs DRI
+56.7%
-7.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.4% |
| 7D | -4.2% | -1.2% | -3.0% | -4.0% |
| 30D | -7.5% | -0.4% | -7.1% | -7.5% |
| 3M | -3.3% | +9.5% | -12.8% | -4.6% |
| 6M | -9.3% | +6.5% | -15.8% | -10.3% |
| YTD | +1.6% | +18.4% | -16.8% | -0.7% |
| 1Y | +25.5% | +4.2% | +21.3% | +24.0% |
| 3Y | +49.3% | +57.1% | -7.8% | +43.6% |
| All | +49.3% | +56.7% | -7.4% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling