+178.2%
GSK vs RSG
+2,005.0%
-1,826.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -4.2% | -0.7% | -3.4% | -4.0% |
| 30D | -7.5% | +3.3% | -10.8% | -8.1% |
| 3M | -3.3% | +8.5% | -11.7% | -4.9% |
| 6M | -9.3% | -3.5% | -5.8% | -8.8% |
| YTD | +1.6% | +5.5% | -3.9% | +0.4% |
| 1Y | +25.5% | -1.7% | +27.2% | +25.6% |
| 3Y | +49.3% | +56.9% | -7.6% | +35.9% |
| 5Y | +46.7% | +89.4% | -42.7% | +28.0% |
| 10Y | +76.8% | +412.5% | -335.7% | +29.1% |
| All | +178.2% | +2,005.0% | -1,826.8% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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