+43.0%
GSK vs RACE
+62.4%
-19.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.5% |
| 7D | +0.5% | -4.0% | +4.5% | +1.2% |
| 30D | +9.4% | +3.5% | +5.9% | +8.7% |
| 3M | +1.6% | -0.4% | +2.0% | +1.6% |
| 6M | +1.3% | +23.2% | -21.8% | -2.7% |
| YTD | +6.0% | +11.0% | -5.0% | +3.4% |
| 1Y | +9.1% | -2.2% | +11.3% | +8.8% |
| 3Y | +65.4% | +22.5% | +42.9% | +55.8% |
| 5Y | +43.0% | +63.2% | -20.2% | +18.4% |
| All | +43.0% | +62.4% | -19.4% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling