+30.4%
GSK vs RNG
+144.7%
-114.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -2.0% |
| 7D | -1.8% | +5.8% | -7.6% | -1.7% |
| 30D | -2.2% | +19.6% | -21.8% | -1.8% |
| 3M | -1.8% | +67.0% | -68.8% | -0.5% |
| 6M | -10.6% | +88.4% | -99.0% | -8.8% |
| YTD | +4.4% | +155.5% | -151.1% | +6.1% |
| 1Y | +30.4% | +141.7% | -111.3% | +31.3% |
| All | +30.4% | +144.7% | -114.3% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling