-19.4%
GFS vs RPRX
+128.5%
-147.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.0% | +5.1% | -4.1% | +0.2% |
| 30D | -8.6% | +11.2% | -19.8% | -10.2% |
| 3M | -46.5% | +16.7% | -63.3% | -48.2% |
| 6M | -4.8% | +36.0% | -40.8% | -11.2% |
| YTD | +29.7% | +67.8% | -38.1% | +16.1% |
| 1Y | +35.8% | +76.7% | -40.9% | +20.3% |
| All | -19.4% | +128.5% | -147.9% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling