+17.7%
GFS vs RPRX
+85.8%
-68.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.7% | -6.1% |
| 7D | -12.5% | +4.2% | -16.7% | -12.8% |
| 30D | -16.9% | +19.2% | -36.2% | -18.7% |
| 3M | -22.3% | +18.0% | -40.3% | -23.8% |
| 6M | -40.2% | +35.7% | -75.9% | -45.6% |
| YTD | +16.0% | +77.2% | -61.3% | -5.5% |
| 1Y | +17.7% | +82.0% | -64.3% | -5.1% |
| All | +17.7% | +85.8% | -68.2% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling