+105.2%
GSK vs RACE
+729.2%
-624.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +1.1% | -1.2% | +2.3% | +1.4% |
| 30D | +6.3% | +6.1% | +0.2% | +4.9% |
| 3M | +1.8% | -0.3% | +2.1% | +1.8% |
| 6M | +1.7% | +23.4% | -21.8% | -3.5% |
| YTD | +6.5% | +12.5% | -6.0% | +2.9% |
| 1Y | +9.5% | -0.5% | +10.0% | +8.7% |
| 3Y | +65.3% | +23.6% | +41.7% | +52.2% |
| 5Y | +43.7% | +65.4% | -21.7% | +20.5% |
| All | +105.2% | +729.2% | -624.0% | +22.6% |
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