+236.1%
GSK vs RCAT
-100.0%
+336.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.4% | -9.0% | +2.4% |
| 7D | +4.9% | +1.1% | +3.8% | +4.9% |
| 30D | +10.8% | -22.0% | +32.8% | +10.9% |
| 3M | -1.8% | -51.1% | +49.3% | -1.7% |
| 6M | +4.1% | -56.6% | +60.7% | +4.2% |
| YTD | +7.9% | -43.3% | +51.1% | +7.9% |
| 1Y | +14.4% | -51.5% | +66.0% | +14.4% |
| 3Y | +68.1% | +411.4% | -343.3% | +67.4% |
| 5Y | +47.7% | +74.4% | -26.7% | +47.1% |
| 10Y | +100.5% | -99.6% | +200.1% | +97.5% |
| All | +236.1% | -100.0% | +336.1% | +227.5% |
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