+47.7%
GSK vs RRC
+111.3%
-63.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | +4.9% | -10.3% | +15.2% | +5.1% |
| 30D | +10.8% | +19.5% | -8.6% | +10.4% |
| 3M | -1.8% | +27.9% | -29.7% | -2.4% |
| 6M | +4.1% | +21.2% | -17.1% | +3.6% |
| YTD | +7.9% | +39.6% | -31.7% | +6.8% |
| 1Y | +14.4% | +31.3% | -16.8% | +13.5% |
| 3Y | +68.1% | +51.9% | +16.2% | +65.3% |
| 5Y | +47.7% | +110.2% | -62.5% | +39.6% |
| All | +47.7% | +111.3% | -63.6% | +39.6% |
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 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