+23.0%
GSK vs RIO
+67.4%
-44.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | -0.4% |
| 7D | -5.4% | -3.4% | -2.1% | -5.0% |
| 30D | -4.6% | +0.6% | -5.2% | -4.7% |
| 3M | -5.1% | +2.5% | -7.6% | -5.4% |
| 6M | -11.4% | +10.8% | -22.2% | -13.6% |
| YTD | +0.7% | +30.5% | -29.7% | -5.0% |
| 1Y | +23.0% | +68.1% | -45.1% | +12.8% |
| All | +23.0% | +67.4% | -44.3% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling