+199.8%
GS vs RPRX
+177.1%
+22.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +5.9% | +3.3% | +2.5% | +5.4% |
| 30D | +4.3% | +17.9% | -13.6% | +2.1% |
| 3M | -11.7% | +19.2% | -30.9% | -13.6% |
| 6M | -3.2% | +31.7% | -34.9% | -6.9% |
| YTD | +5.8% | +82.5% | -76.7% | -3.4% |
| 1Y | +16.0% | +78.4% | -62.4% | +6.3% |
| 3Y | +199.8% | +177.0% | +22.8% | +160.3% |
| All | +199.8% | +177.1% | +22.7% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling