+81.0%
GSK vs RACE
+793.9%
-712.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | -1.8% | -2.5% | +0.7% | -1.3% |
| 30D | -2.2% | +0.8% | -2.9% | -2.4% |
| 3M | -1.8% | +17.2% | -19.0% | -5.5% |
| 6M | -10.6% | +13.6% | -24.2% | -13.6% |
| YTD | +4.4% | +12.2% | -7.8% | +0.9% |
| 1Y | +30.4% | -16.3% | +46.7% | +34.2% |
| 3Y | +60.1% | +36.4% | +23.6% | +43.6% |
| 5Y | +46.8% | +95.0% | -48.2% | +17.5% |
| All | +81.0% | +793.9% | -712.9% | +1.1% |
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