-20.1%
GFS vs RPRX
+176.1%
-196.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | +7.4% | +3.0% | +4.4% | +7.0% |
| 30D | -15.3% | +17.5% | -32.8% | -17.4% |
| 3M | -21.1% | +18.8% | -39.9% | -23.3% |
| 6M | -44.5% | +31.3% | -75.7% | -47.4% |
| YTD | +19.2% | +81.8% | -62.6% | +5.4% |
| 1Y | +27.2% | +77.8% | -50.6% | +12.9% |
| 3Y | -20.1% | +176.0% | -196.1% | -33.5% |
| All | -20.1% | +176.1% | -196.2% | -33.5% |
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