+48.2%
GSK vs RNG
-70.1%
+118.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -5.4% | -9.6% | +4.2% | -5.2% |
| 30D | -4.6% | +8.8% | -13.4% | -4.8% |
| 3M | -5.1% | +78.6% | -83.7% | -6.5% |
| 6M | -11.4% | +70.3% | -81.7% | -12.8% |
| YTD | +0.7% | +140.3% | -139.6% | -2.2% |
| 1Y | +23.0% | +126.6% | -103.6% | +19.6% |
| 3Y | +48.0% | +120.2% | -72.2% | +42.7% |
| 5Y | +48.2% | -68.3% | +116.5% | +48.0% |
| All | +48.2% | -70.1% | +118.3% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling