-30.1%
GFS vs RPRX
+86.5%
-116.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | +7.4% | +3.3% | +4.0% | +6.3% |
| 30D | -15.3% | +17.9% | -33.2% | -19.8% |
| 3M | -21.1% | +19.2% | -40.3% | -25.7% |
| 6M | -44.5% | +31.7% | -76.2% | -50.1% |
| YTD | +19.2% | +82.5% | -63.2% | -5.2% |
| 1Y | +27.2% | +78.4% | -51.2% | +1.9% |
| 3Y | -20.1% | +177.0% | -197.1% | -47.9% |
| All | -30.1% | +86.5% | -116.6% | -41.8% |
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