+81.6%
GSK vs RCAT
-98.4%
+180.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -2.7% |
| 7D | -4.2% | +5.4% | -9.6% | -4.2% |
| 30D | -7.5% | -5.6% | -1.9% | -7.5% |
| 3M | -3.3% | -30.2% | +26.9% | -3.2% |
| 6M | -9.3% | -43.4% | +34.1% | -9.3% |
| YTD | +1.6% | +9.6% | -8.0% | +1.4% |
| 1Y | +25.5% | -2.0% | +27.5% | +25.2% |
| 3Y | +49.3% | +825.0% | -775.7% | +47.2% |
| 5Y | +46.7% | +199.8% | -153.2% | +44.8% |
| All | +81.6% | -98.4% | +180.0% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling