+46.7%
GSK vs RRC
+153.5%
-106.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -4.2% | -1.2% | -3.0% | -4.2% |
| 30D | -7.5% | +9.4% | -16.9% | -7.7% |
| 3M | -3.3% | +7.4% | -10.7% | -3.5% |
| 6M | -9.3% | +1.5% | -10.8% | -9.4% |
| YTD | +1.6% | +19.4% | -17.8% | +1.0% |
| 1Y | +25.5% | +24.2% | +1.3% | +24.6% |
| 3Y | +49.3% | +32.8% | +16.5% | +47.2% |
| 5Y | +46.7% | +152.9% | -106.2% | +39.0% |
| All | +46.7% | +153.5% | -106.8% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling