+76.7%
GSK vs DTE
+137.8%
-61.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -3.5% | -2.6% | -1.0% | -2.7% |
| 30D | -3.4% | -4.4% | +0.9% | -2.0% |
| 3M | -8.1% | -8.3% | +0.2% | -5.4% |
| 6M | -11.1% | -8.1% | -3.1% | -8.6% |
| YTD | +0.7% | +4.4% | -3.7% | -0.9% |
| 1Y | +20.1% | +0.2% | +20.0% | +19.7% |
| 3Y | +46.1% | +42.6% | +3.5% | +28.2% |
| 5Y | +48.2% | +31.5% | +16.8% | +32.6% |
| All | +76.7% | +137.8% | -61.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling