-21.5%
GIS vs RPRX
+66.6%
-88.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -7.8% | +5.1% | -13.0% | -8.3% |
| 30D | +6.6% | +11.2% | -4.6% | +5.5% |
| 3M | +21.0% | +16.7% | +4.3% | +19.1% |
| 6M | -9.1% | +36.0% | -45.1% | -11.7% |
| YTD | -13.6% | +67.8% | -81.4% | -17.8% |
| 1Y | -18.0% | +76.7% | -94.7% | -22.5% |
| 3Y | -33.7% | +128.1% | -161.8% | -39.0% |
| 5Y | -19.4% | +82.9% | -102.3% | -24.8% |
| All | -21.5% | +66.6% | -88.1% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling