+105.2%
GSK vs RIO
+354.4%
-249.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.1% | -0.9% | +2.1% | +1.3% |
| 30D | +6.3% | -9.1% | +15.4% | +8.4% |
| 3M | +1.8% | -13.7% | +15.5% | +4.8% |
| 6M | +1.7% | -24.3% | +26.0% | +7.3% |
| YTD | +6.5% | +8.9% | -2.3% | +3.4% |
| 1Y | +9.5% | +22.7% | -13.2% | +3.5% |
| 3Y | +65.3% | +51.2% | +14.1% | +47.8% |
| 5Y | +43.7% | +88.1% | -44.4% | +19.7% |
| All | +105.2% | +354.4% | -249.2% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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