+47.6%
GSK vs RMBS
+56.5%
-8.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -3.6% | +3.5% | -7.0% | -3.6% |
| 30D | -5.9% | -8.6% | +2.7% | -5.9% |
| 3M | -4.3% | -40.3% | +36.1% | -3.8% |
| 6M | -10.8% | -1.0% | -9.8% | -11.6% |
| YTD | +1.8% | -4.6% | +6.4% | +0.7% |
| 1Y | +23.5% | +17.6% | +5.9% | +21.4% |
| All | +47.6% | +56.5% | -8.9% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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