+1,754.3%
GSK vs RVTY
+2,976.2%
-1,221.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +5.2% | -2.7% | +7.9% | +5.6% |
| 30D | +10.2% | +3.2% | +6.9% | +9.4% |
| 3M | -0.9% | +37.2% | -38.1% | -6.0% |
| 6M | +3.5% | +57.7% | -54.2% | -4.2% |
| YTD | +7.2% | +64.8% | -57.6% | -1.9% |
| 1Y | +12.0% | +72.8% | -60.8% | +1.7% |
| 3Y | +67.3% | +89.8% | -22.5% | +47.7% |
| 5Y | +45.3% | -8.4% | +53.7% | +41.1% |
| 10Y | +101.8% | +219.5% | -117.7% | +59.3% |
| All | +1,754.3% | +2,976.2% | -1,221.8% | +726.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling