+49.7%
GSK vs RMD
-22.9%
+72.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.6% | -4.7% | +1.1% | -2.8% |
| 30D | -5.9% | +0.2% | -6.2% | -6.0% |
| 3M | -4.3% | +12.0% | -16.3% | -6.3% |
| 6M | -10.8% | -12.5% | +1.7% | -9.3% |
| YTD | +1.8% | -7.9% | +9.7% | +2.7% |
| 1Y | +23.5% | -20.4% | +43.9% | +27.1% |
| 3Y | +49.5% | +53.1% | -3.6% | +40.1% |
| 5Y | +49.7% | -22.1% | +71.8% | +48.9% |
| All | +49.7% | -22.9% | +72.6% | +48.9% |
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