+76.7%
GSK vs RNG
+222.9%
-146.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.5% | -6.1% | +2.6% | -3.2% |
| 30D | -3.4% | +9.6% | -13.1% | -3.9% |
| 3M | -8.1% | +83.3% | -91.5% | -11.1% |
| 6M | -11.1% | +77.9% | -89.1% | -14.2% |
| YTD | +0.7% | +139.9% | -139.2% | -4.9% |
| 1Y | +20.1% | +121.7% | -101.5% | +13.7% |
| 3Y | +46.1% | +121.9% | -75.7% | +36.2% |
| 5Y | +48.2% | -68.4% | +116.6% | +55.4% |
| All | +76.7% | +222.9% | -146.1% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling