+379.2%
GS vs RPRX
+76.0%
+303.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -6.3% | +2.5% | -8.8% | -6.8% |
| 30D | -3.1% | +19.7% | -22.9% | -6.4% |
| 3M | -17.7% | +17.5% | -35.1% | -20.2% |
| 6M | -4.6% | +35.1% | -39.6% | -10.3% |
| YTD | +0.3% | +77.3% | -77.0% | -10.8% |
| 1Y | +11.7% | +70.4% | -58.7% | +0.1% |
| 3Y | +183.6% | +161.0% | +22.6% | +131.6% |
| 5Y | +141.0% | +92.2% | +48.8% | +110.3% |
| All | +379.2% | +76.0% | +303.2% | +317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling