+224.1%
GSK vs RBA
+4,102.2%
-3,878.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +2.0% |
| 7D | +4.9% | +2.5% | +2.4% | +4.5% |
| 30D | +10.8% | +11.6% | -0.7% | +8.9% |
| 3M | -1.8% | +1.5% | -3.3% | -2.2% |
| 6M | +4.1% | -6.6% | +10.7% | +4.7% |
| YTD | +7.9% | -6.3% | +14.1% | +8.1% |
| 1Y | +14.4% | -4.0% | +18.4% | +14.2% |
| 3Y | +68.1% | +47.3% | +20.8% | +54.9% |
| 5Y | +47.7% | +47.7% | 0.0% | +33.9% |
| 10Y | +100.5% | +224.7% | -124.2% | +54.6% |
| All | +224.1% | +4,102.2% | -3,878.1% | +69.8% |
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