+13.1%
GSK vs DVA
+62.2%
-49.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.8% | -0.7% | +4.5% |
| 7D | +4.9% | +4.7% | +0.2% | +4.4% |
| 30D | +9.9% | +7.8% | +2.1% | +9.0% |
| 3M | +0.2% | -15.5% | +15.7% | +1.4% |
| 6M | +2.3% | +25.0% | -22.7% | -0.5% |
| YTD | +7.1% | +69.6% | -62.5% | +0.5% |
| 1Y | +13.1% | +60.6% | -47.5% | +7.3% |
| All | +13.1% | +62.2% | -49.0% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling