+48.2%
GSK vs DTE
+31.2%
+17.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.6% |
| 7D | -5.4% | -2.0% | -3.4% | -4.8% |
| 30D | -4.6% | -2.4% | -2.2% | -3.9% |
| 3M | -5.1% | -7.3% | +2.2% | -2.7% |
| 6M | -11.4% | -7.6% | -3.8% | -9.1% |
| YTD | +0.7% | +5.8% | -5.1% | -1.1% |
| 1Y | +23.0% | +2.3% | +20.7% | +22.0% |
| 3Y | +48.0% | +45.0% | +3.0% | +31.5% |
| 5Y | +48.2% | +33.2% | +15.0% | +34.1% |
| All | +48.2% | +31.2% | +17.0% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling