+20.1%
GSK vs RVMD
+375.0%
-354.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.5% |
| 3M | -8.1% | +36.5% | -44.7% | -9.2% |
| 6M | -11.1% | +104.6% | -115.7% | -13.4% |
| YTD | +0.7% | +155.8% | -155.1% | -2.9% |
| 1Y | +20.1% | +340.7% | -320.5% | +12.7% |
| All | +20.1% | +375.0% | -354.8% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling