+49.0%
GSK vs RVMD
+634.9%
-585.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.6% |
| 7D | -4.2% | -1.2% | -3.0% | -4.1% |
| 30D | -7.5% | +1.1% | -8.6% | -7.6% |
| 3M | -3.3% | +39.6% | -42.9% | -5.3% |
| 6M | -9.3% | +110.7% | -120.0% | -13.8% |
| YTD | +1.6% | +160.3% | -158.7% | -5.1% |
| 1Y | +25.5% | +404.9% | -379.4% | +12.2% |
| 3Y | +49.3% | +545.5% | -496.2% | +29.0% |
| 5Y | +46.7% | +584.7% | -538.0% | +22.4% |
| All | +49.0% | +634.9% | -585.9% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling