+213.7%
GSK vs RBA
+3,565.6%
-3,351.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -1.8% | -2.9% | +1.1% | -1.4% |
| 30D | -2.2% | -12.3% | +10.1% | -0.2% |
| 3M | -1.8% | -20.5% | +18.7% | +1.5% |
| 6M | -10.6% | -18.5% | +7.9% | -8.1% |
| YTD | +4.4% | -18.2% | +22.7% | +7.0% |
| 1Y | +30.4% | -27.5% | +57.9% | +36.1% |
| 3Y | +60.1% | +38.1% | +22.0% | +49.1% |
| 5Y | +46.8% | +44.8% | +2.0% | +33.4% |
| 10Y | +79.2% | +187.1% | -107.9% | +41.1% |
| All | +213.7% | +3,565.6% | -3,351.8% | +68.2% |
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