+44.1%
GSK vs RBA
+37.7%
+6.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | 0.0% |
| 7D | +1.7% | +4.3% | -2.6% | +1.2% |
| 30D | +7.0% | +16.3% | -9.3% | +5.2% |
| 3M | -2.7% | +1.3% | -4.0% | -2.9% |
| 6M | +1.4% | -11.1% | +12.5% | +2.4% |
| YTD | +5.3% | -8.5% | +13.8% | +5.8% |
| 1Y | +10.6% | -2.1% | +12.8% | +10.2% |
| 3Y | +62.6% | +44.6% | +18.0% | +53.7% |
| All | +44.1% | +37.7% | +6.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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