+403.8%
GS vs RPRX
+79.7%
+324.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | +5.1% | +2.1% | +3.1% | +4.8% |
| 30D | +2.4% | +21.9% | -19.5% | -1.4% |
| 3M | -11.5% | +16.9% | -28.4% | -14.1% |
| 6M | -2.5% | +34.5% | -37.0% | -8.3% |
| YTD | +5.5% | +80.9% | -75.5% | -6.6% |
| 1Y | +11.0% | +77.6% | -66.6% | -1.3% |
| 3Y | +200.1% | +173.5% | +26.5% | +142.7% |
| 5Y | +154.7% | +84.9% | +69.8% | +122.7% |
| All | +403.8% | +79.7% | +324.1% | +337.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling