+324.8%
GSK vs RMBS
+1,339.3%
-1,014.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.3% | -2.0% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -2.2% | -12.2% | +10.0% | -1.5% |
| 3M | -1.8% | -49.5% | +47.7% | +1.8% |
| 6M | -10.6% | -7.1% | -3.5% | -11.4% |
| YTD | +4.4% | -7.0% | +11.4% | +3.0% |
| 1Y | +30.4% | +13.3% | +17.1% | +26.4% |
| 3Y | +60.1% | +49.2% | +10.8% | +49.0% |
| 5Y | +46.8% | +250.0% | -203.2% | +27.6% |
| 10Y | +79.2% | +495.1% | -415.9% | +48.3% |
| All | +324.8% | +1,339.3% | -1,014.5% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling