+1,657.0%
GSK vs DTE
+3,521.9%
-1,864.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | -4.2% | +0.9% | -5.1% | -4.5% |
| 30D | -7.5% | -1.9% | -5.7% | -6.9% |
| 3M | -3.3% | -3.3% | 0.0% | -2.2% |
| 6M | -9.3% | -7.1% | -2.2% | -7.0% |
| YTD | +1.6% | +8.1% | -6.5% | -1.4% |
| 1Y | +25.5% | +5.3% | +20.2% | +22.8% |
| 3Y | +49.3% | +48.2% | +1.1% | +28.5% |
| 5Y | +46.7% | +33.2% | +13.4% | +29.8% |
| 10Y | +76.8% | +137.5% | -60.7% | +22.7% |
| All | +1,657.0% | +3,521.9% | -1,864.9% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling