+165.0%
GD vs RPRX
+66.6%
+98.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.3% | +5.1% | -10.4% | -5.9% |
| 30D | -6.4% | +11.2% | -17.6% | -7.8% |
| 3M | +5.7% | +16.7% | -11.0% | +3.5% |
| 6M | -0.9% | +36.0% | -36.9% | -4.9% |
| YTD | +8.2% | +67.8% | -59.6% | +1.1% |
| 1Y | +13.4% | +76.7% | -63.3% | +5.2% |
| 3Y | +68.5% | +128.1% | -59.6% | +50.4% |
| 5Y | +97.2% | +82.9% | +14.3% | +81.5% |
| All | +165.0% | +66.6% | +98.4% | +141.7% |
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