+764.4%
GSK vs DRI
+8,060.6%
-7,296.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +5.2% | +4.2% | +1.0% | +4.5% |
| 30D | +10.2% | +15.7% | -5.5% | +7.5% |
| 3M | -0.9% | +5.8% | -6.7% | -1.9% |
| 6M | +3.5% | +18.4% | -14.9% | +0.4% |
| YTD | +7.2% | +28.2% | -21.0% | +2.5% |
| 1Y | +12.0% | +35.9% | -23.9% | +6.0% |
| 3Y | +67.3% | +67.7% | -0.4% | +51.3% |
| 5Y | +45.3% | +77.9% | -32.6% | +28.7% |
| 10Y | +101.8% | +338.7% | -236.9% | +42.1% |
| All | +764.4% | +8,060.6% | -7,296.2% | +230.3% |
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