+108.2%
GSK vs RACE
+647.6%
-539.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 6M | -10.6% | +13.6% | -24.2% | -13.5% |
| YTD | +4.4% | +12.2% | -7.8% | +1.0% |
| 1Y | +30.4% | -16.3% | +46.7% | +34.1% |
| 3Y | +60.1% | +36.4% | +23.6% | +44.2% |
| 5Y | +46.8% | +95.0% | -48.2% | +18.6% |
| 10Y | +79.2% | +813.2% | -734.0% | +1.8% |
| All | +108.2% | +647.6% | -539.4% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling