+164.0%
GD vs RPRX
+76.0%
+88.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.9% | +2.5% | -6.4% | -4.2% |
| 30D | +8.1% | +19.7% | -11.6% | +5.5% |
| 3M | -6.8% | +17.5% | -24.2% | -8.8% |
| 6M | +3.0% | +35.1% | -32.1% | -1.1% |
| YTD | +7.8% | +77.3% | -69.5% | 0.0% |
| 1Y | +5.8% | +70.4% | -64.6% | -1.4% |
| 3Y | +55.3% | +161.0% | -105.7% | +36.2% |
| 5Y | +96.7% | +92.2% | +4.5% | +79.8% |
| All | +164.0% | +76.0% | +88.0% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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