+234.1%
GSK vs RCAT
-100.0%
+334.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.6% |
| 7D | +5.2% | -5.6% | +10.8% | +5.2% |
| 30D | +10.2% | -27.0% | +37.2% | +10.2% |
| 3M | -0.9% | -57.9% | +57.0% | -0.8% |
| 6M | +3.5% | -59.4% | +62.9% | +3.5% |
| YTD | +7.2% | -46.9% | +54.1% | +7.2% |
| 1Y | +12.0% | -54.0% | +66.0% | +12.0% |
| 3Y | +67.3% | +378.4% | -311.1% | +66.7% |
| 5Y | +45.3% | +61.9% | -16.7% | +44.7% |
| 10Y | +101.8% | -99.6% | +201.4% | +98.8% |
| All | +234.1% | -100.0% | +334.1% | +225.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling