+773.9%
GSK vs RMD
+37,769.3%
-36,995.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +5.2% | +3.1% | +2.1% | +4.8% |
| 30D | +10.2% | +1.8% | +8.4% | +9.8% |
| 3M | -0.9% | +6.7% | -7.6% | -1.8% |
| 6M | +3.5% | +13.9% | -10.4% | +1.5% |
| YTD | +7.2% | -2.0% | +9.2% | +7.1% |
| 1Y | +12.0% | -5.4% | +17.4% | +12.4% |
| 3Y | +67.3% | +67.4% | 0.0% | +54.6% |
| 5Y | +45.3% | -5.7% | +51.0% | +42.6% |
| 10Y | +101.8% | +338.4% | -236.6% | +62.5% |
| All | +773.9% | +37,769.3% | -36,995.5% | +411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling