+47.7%
GSK vs RVMD
+622.3%
-574.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.5% | -3.0% | -0.6% | -3.4% |
| 30D | -3.4% | -0.7% | -2.7% | -3.4% |
| 3M | -8.1% | +36.5% | -44.7% | -9.9% |
| 6M | -11.1% | +104.6% | -115.7% | -15.4% |
| YTD | +0.7% | +155.8% | -155.1% | -5.8% |
| 1Y | +20.1% | +340.7% | -320.5% | +8.4% |
| 3Y | +46.1% | +519.9% | -473.8% | +26.7% |
| 5Y | +48.2% | +584.9% | -536.7% | +23.7% |
| All | +47.7% | +622.3% | -574.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling