+62.6%
GSK vs RL
+240.1%
-177.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +1.7% | -4.2% | +5.8% | +1.9% |
| 30D | +7.0% | +4.3% | +2.8% | +6.9% |
| 3M | -2.7% | -4.6% | +1.9% | -2.5% |
| 6M | +1.4% | +1.7% | -0.3% | +1.3% |
| YTD | +5.3% | +7.3% | -2.0% | +5.0% |
| 1Y | +10.6% | +20.8% | -10.2% | +10.4% |
| 3Y | +62.6% | +247.0% | -184.4% | +58.6% |
| All | +62.6% | +240.1% | -177.5% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling