+102.9%
GSK vs RACE
+741.5%
-638.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.1% | -3.9% | +2.8% | -0.2% |
| 30D | +7.8% | +6.8% | +1.0% | +6.2% |
| 3M | +0.3% | +1.3% | -1.0% | -0.1% |
| 6M | +3.4% | +26.3% | -22.8% | -2.3% |
| YTD | +5.9% | +13.8% | -7.9% | +2.0% |
| 1Y | +8.2% | -0.5% | +8.7% | +7.4% |
| 3Y | +65.3% | +25.6% | +39.6% | +51.6% |
| 5Y | +43.3% | +67.6% | -24.3% | +19.8% |
| 10Y | +102.9% | +724.7% | -621.8% | +22.1% |
| All | +102.9% | +741.5% | -638.6% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling