+155.4%
GS vs RPRX
+87.7%
+67.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +1.6% | +4.6% | -3.0% | +0.4% |
| 30D | +1.7% | +22.0% | -20.3% | -3.5% |
| 3M | -11.6% | +20.3% | -31.9% | -15.8% |
| 6M | -1.9% | +37.9% | -39.8% | -10.6% |
| YTD | +5.1% | +82.2% | -77.1% | -11.8% |
| 1Y | +16.4% | +83.7% | -67.3% | -2.5% |
| 3Y | +199.0% | +175.4% | +23.5% | +116.7% |
| All | +155.4% | +87.7% | +67.6% | +118.1% |
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