-7.8%
GFS vs RPRX
+107.5%
-115.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | +17.2% | +2.1% | +15.1% | +16.5% |
| 30D | -8.7% | +21.9% | -30.7% | -14.3% |
| 3M | -19.7% | +16.9% | -36.6% | -23.7% |
| 6M | -40.7% | +34.5% | -75.2% | -46.9% |
| YTD | +22.5% | +80.9% | -58.4% | -1.4% |
| 1Y | +25.2% | +77.6% | -52.4% | +1.3% |
| 3Y | -17.7% | +173.5% | -191.2% | -44.9% |
| 5Y | -23.5% | +84.9% | -108.5% | -36.6% |
| All | -7.8% | +107.5% | -115.3% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling