+12.1%
GS vs RPRX
+68.6%
-56.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | -2.4% | +18.6% | -21.0% | -4.0% |
| 3M | -15.7% | +18.0% | -33.7% | -17.0% |
| 6M | -6.8% | +33.8% | -40.6% | -11.5% |
| YTD | -0.1% | +76.6% | -76.6% | -11.6% |
| 1Y | +12.1% | +68.2% | -56.1% | +0.4% |
| All | +12.1% | +68.6% | -56.5% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling