+100.5%
GSK vs RL
+397.7%
-297.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +1.8% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | +10.8% | +7.3% | +3.5% | +10.0% |
| 3M | -1.8% | +1.0% | -2.8% | -2.0% |
| 6M | +4.1% | +11.8% | -7.7% | +2.7% |
| YTD | +7.9% | +13.6% | -5.7% | +6.1% |
| 1Y | +14.4% | +24.0% | -9.6% | +11.6% |
| 3Y | +68.1% | +256.6% | -188.5% | +44.0% |
| 5Y | +47.7% | +240.2% | -192.6% | +25.1% |
| 10Y | +100.5% | +373.0% | -272.5% | +57.1% |
| All | +100.5% | +397.7% | -297.2% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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