+45.1%
GSK vs RVTY
-8.9%
+54.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +5.2% | -2.7% | +7.9% | +5.6% |
| 30D | +10.2% | +3.2% | +6.9% | +9.5% |
| 3M | -0.9% | +37.2% | -38.1% | -5.8% |
| 6M | +3.5% | +57.7% | -54.2% | -4.0% |
| YTD | +7.2% | +64.8% | -57.6% | -1.8% |
| 1Y | +12.0% | +72.8% | -60.8% | +1.8% |
| 3Y | +67.3% | +89.8% | -22.5% | +48.8% |
| All | +45.1% | -8.9% | +54.0% | +40.9% |
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