+105.2%
GSK vs RY
+351.1%
-245.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | +0.6% | +0.6% | +0.9% |
| 30D | +6.3% | +5.0% | +1.3% | +4.2% |
| 3M | +1.8% | -5.3% | +7.1% | +4.0% |
| 6M | +1.7% | +13.8% | -12.2% | -3.9% |
| YTD | +6.5% | +21.0% | -14.4% | -1.9% |
| 1Y | +9.5% | +40.5% | -31.0% | -5.2% |
| 3Y | +65.3% | +159.7% | -94.3% | +9.8% |
| 5Y | +43.7% | +124.3% | -80.6% | +0.5% |
| All | +105.2% | +351.1% | -245.9% | +7.6% |
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