+1,657.0%
GSK vs RRX
+3,925.9%
-2,268.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -4.2% | +4.3% | -8.5% | -4.8% |
| 30D | -7.5% | -8.0% | +0.5% | -6.4% |
| 3M | -3.3% | -22.0% | +18.7% | -0.3% |
| 6M | -9.3% | -11.9% | +2.6% | -8.9% |
| YTD | +1.6% | +17.1% | -15.5% | -2.7% |
| 1Y | +25.5% | +14.9% | +10.6% | +20.1% |
| 3Y | +49.3% | +6.9% | +42.4% | +40.2% |
| 5Y | +46.7% | +19.6% | +27.1% | +32.3% |
| 10Y | +76.8% | +215.9% | -139.1% | +30.0% |
| All | +1,657.0% | +3,925.9% | -2,268.9% | +843.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling