+608.3%
GSK vs DVA
+4,923.3%
-4,315.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +1.1% | -8.8% | +9.9% | +2.0% |
| 30D | +6.3% | -3.4% | +9.7% | +6.6% |
| 3M | +1.8% | -2.6% | +4.4% | +1.9% |
| 6M | +1.7% | -11.9% | +13.5% | +2.5% |
| YTD | +6.5% | +53.6% | -47.1% | +1.2% |
| 1Y | +9.5% | +41.9% | -32.4% | +4.8% |
| 3Y | +65.3% | +97.5% | -32.2% | +52.5% |
| 5Y | +43.7% | +65.0% | -21.2% | +32.7% |
| 10Y | +104.1% | +193.2% | -89.1% | +75.9% |
| All | +608.3% | +4,923.3% | -4,315.0% | +437.4% |
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