+49.7%
GSK vs RIO
+101.7%
-52.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.6% | +1.0% | -4.6% | -3.8% |
| 30D | -5.9% | +4.0% | -10.0% | -6.6% |
| 3M | -4.3% | +4.5% | -8.8% | -5.2% |
| 6M | -10.8% | +17.3% | -28.1% | -13.8% |
| YTD | +1.8% | +36.2% | -34.4% | -4.6% |
| 1Y | +23.5% | +76.1% | -52.7% | +10.1% |
| 3Y | +49.5% | +102.5% | -53.0% | +28.8% |
| 5Y | +49.7% | +103.5% | -53.9% | +27.3% |
| All | +49.7% | +101.7% | -52.0% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling