+76.7%
GSK vs RRC
+4.9%
+71.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -3.5% | -1.8% | -1.7% | -3.5% |
| 30D | -3.4% | +2.7% | -6.1% | -3.5% |
| 3M | -8.1% | +8.8% | -17.0% | -8.4% |
| 6M | -11.1% | -1.2% | -10.0% | -11.2% |
| YTD | +0.7% | +17.6% | -16.8% | +0.1% |
| 1Y | +20.1% | +18.4% | +1.7% | +19.2% |
| 3Y | +46.1% | +33.1% | +13.0% | +43.7% |
| 5Y | +48.2% | +148.2% | -99.9% | +40.9% |
| All | +76.7% | +4.9% | +71.8% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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