-34.7%
GFS vs RPRX
+91.5%
-126.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | -7.8% | +0.2% | -8.0% | -7.9% |
| 30D | -19.7% | +18.6% | -38.2% | -24.0% |
| 3M | -23.1% | +18.0% | -41.1% | -27.3% |
| 6M | -46.4% | +33.8% | -80.2% | -52.0% |
| YTD | +11.0% | +76.6% | -65.5% | -10.1% |
| 1Y | +12.6% | +68.2% | -55.6% | -7.3% |
| 3Y | -24.9% | +161.5% | -186.5% | -48.9% |
| All | -34.7% | +91.5% | -126.2% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling