+103.6%
GSK vs RY
+360.6%
-256.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | +1.7% | -0.9% | +2.6% | +2.0% |
| 30D | +7.0% | +5.9% | +1.2% | +4.6% |
| 3M | -2.7% | -4.3% | +1.6% | -1.1% |
| 6M | +1.4% | +12.1% | -10.7% | -3.5% |
| YTD | +5.3% | +20.3% | -14.9% | -2.8% |
| 1Y | +10.6% | +41.0% | -30.4% | -4.4% |
| 3Y | +62.6% | +157.5% | -94.9% | +8.4% |
| 5Y | +41.7% | +123.2% | -81.5% | -0.8% |
| All | +103.6% | +360.6% | -256.9% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling