-25.2%
GIS vs RPRX
+72.5%
-97.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -2.6% |
| 7D | -8.4% | -8.0% | -0.4% | -7.3% |
| 30D | -5.2% | +2.1% | -7.3% | -5.5% |
| 3M | +8.2% | +8.2% | 0.0% | +6.9% |
| 6M | -12.0% | +28.9% | -40.9% | -15.1% |
| YTD | -18.9% | +54.1% | -73.0% | -23.8% |
| 1Y | -23.6% | +65.5% | -89.2% | -29.2% |
| 3Y | -37.6% | +117.3% | -154.9% | -44.7% |
| 5Y | -25.2% | +71.6% | -96.8% | -31.1% |
| All | -25.2% | +72.5% | -97.6% | -31.1% |
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