+62.2%
GSK vs RACE
+36.9%
+25.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | -1.8% | -2.5% | +0.7% | -1.4% |
| 30D | -2.2% | +0.8% | -2.9% | -2.3% |
| 3M | -1.8% | +17.2% | -19.0% | -4.5% |
| 6M | -10.6% | +13.6% | -24.2% | -12.8% |
| YTD | +4.4% | +12.2% | -7.8% | +1.9% |
| 1Y | +30.4% | -16.3% | +46.7% | +33.2% |
| All | +62.2% | +36.9% | +25.4% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling