+49.3%
GSK vs RMD
+52.4%
-3.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.1% |
| 7D | -4.2% | -4.5% | +0.3% | -3.4% |
| 30D | -7.5% | +4.6% | -12.1% | -8.3% |
| 3M | -3.3% | +14.8% | -18.1% | -5.9% |
| 6M | -9.3% | -12.1% | +2.7% | -7.9% |
| YTD | +1.6% | -7.5% | +9.1% | +2.4% |
| 1Y | +25.5% | -20.1% | +45.6% | +28.9% |
| 3Y | +49.3% | +53.9% | -4.6% | +45.2% |
| All | +49.3% | +52.4% | -3.1% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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