+48.2%
GSK vs DVA
+46.8%
+1.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.5% | -1.3% | -2.2% | -3.4% |
| 30D | -3.4% | 0.0% | -3.5% | -3.5% |
| 3M | -8.1% | -10.9% | +2.8% | -7.3% |
| 6M | -11.1% | +17.3% | -28.4% | -13.0% |
| YTD | +0.7% | +59.8% | -59.1% | -4.7% |
| 1Y | +20.1% | +36.3% | -16.1% | +15.4% |
| 3Y | +46.1% | +88.6% | -42.5% | +37.3% |
| All | +48.2% | +46.8% | +1.4% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling