+47.6%
GSK vs RNG
+122.1%
-74.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -3.6% | -4.1% | +0.5% | -3.5% |
| 30D | -5.9% | +8.6% | -14.6% | -6.0% |
| 3M | -4.3% | +78.0% | -82.2% | -4.5% |
| 6M | -10.8% | +67.0% | -77.8% | -11.1% |
| YTD | +1.8% | +142.4% | -140.6% | +0.4% |
| 1Y | +23.5% | +120.4% | -97.0% | +22.0% |
| All | +47.6% | +122.1% | -74.4% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling