+104.2%
GSK vs RL
+342.1%
-238.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.5% | +2.4% | -1.9% | +0.2% |
| 30D | +9.4% | +4.6% | +4.9% | +8.9% |
| 3M | +1.6% | -1.1% | +2.7% | +1.6% |
| 6M | +1.3% | +16.5% | -15.2% | -0.5% |
| YTD | +6.0% | +11.4% | -5.4% | +4.4% |
| 1Y | +9.1% | +16.1% | -7.0% | +7.0% |
| 3Y | +65.4% | +252.6% | -187.2% | +41.6% |
| 5Y | +43.0% | +244.9% | -201.9% | +20.7% |
| All | +104.2% | +342.1% | -238.0% | +63.7% |
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