+37.1%
GFS vs RPRX
+74.1%
-37.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.2% |
| 7D | +2.6% | -2.8% | +5.4% | +2.9% |
| 30D | -16.4% | +7.2% | -23.6% | -16.8% |
| 3M | -41.6% | +10.9% | -52.5% | -42.4% |
| 6M | -3.7% | +34.6% | -38.2% | -12.2% |
| YTD | +29.3% | +59.0% | -29.7% | +14.1% |
| 1Y | +37.1% | +72.5% | -35.4% | +22.2% |
| All | +37.1% | +74.1% | -37.0% | +22.2% |
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 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