+216.5%
GSK vs RBA
+4,003.4%
-3,787.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.1% |
| 7D | +1.7% | +4.3% | -2.6% | +1.0% |
| 30D | +7.0% | +16.3% | -9.3% | +4.4% |
| 3M | -2.7% | +1.3% | -4.0% | -3.0% |
| 6M | +1.4% | -11.1% | +12.5% | +2.8% |
| YTD | +5.3% | -8.5% | +13.8% | +5.9% |
| 1Y | +10.6% | -2.1% | +12.8% | +10.0% |
| 3Y | +62.6% | +44.6% | +18.0% | +50.3% |
| 5Y | +41.7% | +36.8% | +4.9% | +30.1% |
| 10Y | +104.7% | +227.3% | -122.6% | +57.7% |
| All | +216.5% | +4,003.4% | -3,787.0% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling