+87.1%
GSK vs RNG
+327.7%
-240.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.7% |
| 7D | -1.8% | +5.8% | -7.6% | -2.2% |
| 30D | -2.2% | +19.6% | -21.8% | -3.2% |
| 3M | -1.8% | +67.0% | -68.8% | -5.1% |
| 6M | -10.6% | +88.4% | -99.0% | -14.6% |
| YTD | +4.4% | +155.5% | -151.1% | -2.8% |
| 1Y | +30.4% | +141.7% | -111.3% | +21.5% |
| 3Y | +60.1% | +131.1% | -71.0% | +47.1% |
| 5Y | +46.8% | -70.6% | +117.4% | +55.2% |
| 10Y | +79.2% | +228.2% | -149.0% | +41.6% |
| All | +87.1% | +327.7% | -240.7% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling