+49.3%
GSK vs RVTY
+16.6%
+32.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.4% |
| 7D | -4.2% | +0.4% | -4.6% | -4.2% |
| 30D | -7.5% | +10.8% | -18.3% | -8.9% |
| 3M | -3.3% | +26.8% | -30.1% | -6.7% |
| 6M | -9.3% | +39.3% | -48.7% | -14.1% |
| YTD | +1.6% | +31.6% | -30.0% | -3.3% |
| 1Y | +25.5% | +47.7% | -22.2% | +17.0% |
| 3Y | +49.3% | +19.9% | +29.3% | +45.1% |
| All | +49.3% | +16.6% | +32.6% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling