+1,765.6%
GSK vs RRC
+1,418.2%
+347.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | +4.9% | -10.3% | +15.2% | +5.4% |
| 30D | +10.8% | +19.5% | -8.6% | +9.9% |
| 3M | -1.8% | +27.9% | -29.7% | -2.9% |
| 6M | +4.1% | +21.2% | -17.1% | +3.1% |
| YTD | +7.9% | +39.6% | -31.7% | +6.1% |
| 1Y | +14.4% | +31.3% | -16.8% | +12.8% |
| 3Y | +68.1% | +51.9% | +16.2% | +63.8% |
| 5Y | +47.7% | +110.2% | -62.5% | +40.1% |
| 10Y | +100.5% | +56.7% | +43.8% | +84.1% |
| All | +1,765.6% | +1,418.2% | +347.4% | +1,539.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling