+50.7%
GSK vs RCAT
+181.8%
-131.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | -1.8% | -1.4% | -0.4% | -1.8% |
| 30D | -2.2% | -3.3% | +1.2% | -2.2% |
| 3M | -1.8% | -43.2% | +41.4% | -2.1% |
| 6M | -10.6% | -43.2% | +32.6% | -10.8% |
| YTD | +4.4% | +5.5% | -1.1% | +4.4% |
| 1Y | +30.4% | -1.6% | +32.1% | +30.4% |
| 3Y | +60.1% | +773.7% | -713.6% | +56.3% |
| All | +50.7% | +181.8% | -131.1% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling