+102.9%
GSK vs RRC
+72.2%
+30.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +7.8% | +25.2% | -17.4% | +7.0% |
| 3M | +0.3% | +27.8% | -27.5% | -0.5% |
| 6M | +3.4% | +27.2% | -23.8% | +2.6% |
| YTD | +5.9% | +48.2% | -42.3% | +4.4% |
| 1Y | +8.2% | +34.7% | -26.5% | +7.0% |
| 3Y | +65.3% | +62.2% | +3.0% | +61.7% |
| 5Y | +43.3% | +130.9% | -87.6% | +37.1% |
| 10Y | +102.9% | +73.4% | +29.5% | +80.9% |
| All | +102.9% | +72.2% | +30.7% | +80.9% |
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