+44.4%
GSK vs RNG
-72.1%
+116.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +1.1% | +4.6% | -3.5% | +1.0% |
| 30D | +6.3% | +0.4% | +5.9% | +6.3% |
| 3M | +1.8% | +11.4% | -9.6% | +1.5% |
| 6M | +1.7% | +95.7% | -94.0% | -0.1% |
| YTD | +6.5% | +162.9% | -156.3% | +3.2% |
| 1Y | +9.5% | +180.3% | -170.8% | +5.8% |
| 3Y | +65.3% | +188.3% | -123.0% | +58.2% |
| All | +44.4% | -72.1% | +116.4% | +42.8% |
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