+377.5%
GS vs RPRX
+75.3%
+302.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 3M | -15.7% | +18.0% | -33.7% | -18.4% |
| 6M | -6.8% | +33.8% | -40.6% | -12.2% |
| YTD | -0.1% | +76.6% | -76.6% | -11.1% |
| 1Y | +12.1% | +68.2% | -56.1% | +0.7% |
| 3Y | +185.8% | +161.5% | +24.2% | +133.2% |
| 5Y | +140.1% | +91.4% | +48.7% | +109.7% |
| All | +377.5% | +75.3% | +302.1% | +316.0% |
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