+48.2%
GSK vs RRX
+14.8%
+33.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -5.4% | -3.7% | -1.7% | -5.1% |
| 30D | -4.6% | -9.3% | +4.7% | -4.0% |
| 3M | -5.1% | -21.8% | +16.7% | -3.8% |
| 6M | -11.4% | -22.0% | +10.6% | -10.5% |
| YTD | +0.7% | +11.9% | -11.2% | -0.9% |
| 1Y | +23.0% | +11.6% | +11.4% | +20.9% |
| 3Y | +48.0% | +2.2% | +45.8% | +45.1% |
| 5Y | +48.2% | +14.9% | +33.3% | +38.8% |
| All | +48.2% | +14.8% | +33.4% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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