+49.7%
GSK vs RVTY
-34.2%
+83.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | -3.6% | -5.4% | +1.8% | -2.8% |
| 30D | -5.9% | +6.7% | -12.7% | -6.9% |
| 3M | -4.3% | +19.0% | -23.3% | -6.9% |
| 6M | -10.8% | +34.6% | -45.4% | -15.2% |
| YTD | +1.8% | +28.3% | -26.5% | -2.9% |
| 1Y | +23.5% | +46.0% | -22.6% | +15.2% |
| 3Y | +49.5% | +16.9% | +32.7% | +42.8% |
| 5Y | +49.7% | -32.9% | +82.6% | +52.2% |
| All | +49.7% | -34.2% | +83.9% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling