+139.3%
GS vs RPRX
+91.5%
+47.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.6% |
| 3M | -15.7% | +18.0% | -33.7% | -19.3% |
| 6M | -6.8% | +33.8% | -40.6% | -14.1% |
| YTD | -0.1% | +76.6% | -76.6% | -15.0% |
| 1Y | +12.1% | +68.2% | -56.1% | -3.4% |
| 3Y | +185.8% | +161.5% | +24.2% | +112.9% |
| All | +139.3% | +91.5% | +47.9% | +106.1% |
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