+749.2%
GSK vs DRI
+7,978.2%
-7,229.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | +1.7% | +2.8% | -1.2% | +1.2% |
| 30D | +7.0% | +13.3% | -6.2% | +4.8% |
| 3M | -2.7% | +8.2% | -10.8% | -4.0% |
| 6M | +1.4% | +17.5% | -16.1% | -1.5% |
| YTD | +5.3% | +26.9% | -21.6% | +0.9% |
| 1Y | +10.6% | +31.6% | -20.9% | +5.3% |
| 3Y | +62.6% | +67.0% | -4.4% | +47.2% |
| 5Y | +41.7% | +72.9% | -31.2% | +26.1% |
| 10Y | +104.7% | +371.3% | -266.6% | +42.3% |
| All | +749.2% | +7,978.2% | -7,229.0% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling