+575.4%
GSK vs DVA
+5,081.6%
-4,506.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.5% |
| 7D | -4.2% | +2.2% | -6.4% | -4.4% |
| 30D | -7.5% | -2.0% | -5.5% | -7.3% |
| 3M | -3.3% | -6.3% | +3.0% | -2.9% |
| 6M | -9.3% | +19.4% | -28.8% | -11.4% |
| YTD | +1.6% | +58.5% | -56.9% | -3.6% |
| 1Y | +25.5% | +33.9% | -8.4% | +20.9% |
| 3Y | +49.3% | +88.4% | -39.2% | +38.1% |
| 5Y | +46.7% | +39.5% | +7.2% | +37.7% |
| 10Y | +76.8% | +179.5% | -102.7% | +53.1% |
| All | +575.4% | +5,081.6% | -4,506.2% | +411.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling