+45.3%
GSK vs RMD
-6.1%
+51.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +5.2% | +3.1% | +2.1% | +4.7% |
| 30D | +10.2% | +1.8% | +8.4% | +9.7% |
| 3M | -0.9% | +6.7% | -7.6% | -2.2% |
| 6M | +3.5% | +13.9% | -10.4% | +0.8% |
| YTD | +7.2% | -2.0% | +9.2% | +6.9% |
| 1Y | +12.0% | -5.4% | +17.4% | +12.2% |
| 3Y | +67.3% | +67.4% | 0.0% | +54.6% |
| 5Y | +45.3% | -5.7% | +51.0% | +42.4% |
| All | +45.3% | -6.1% | +51.4% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling