-54.8%
GTLB vs RPRX
+82.8%
-137.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.5% |
| 7D | -5.7% | -8.4% | +2.7% | -0.9% |
| 30D | +15.1% | -0.6% | +15.8% | +15.4% |
| 3M | +65.5% | +6.4% | +59.0% | +58.1% |
| 6M | +102.9% | +26.6% | +76.3% | +73.2% |
| YTD | +25.2% | +53.8% | -28.6% | -6.6% |
| 1Y | -5.5% | +62.8% | -68.3% | -33.2% |
| 3Y | -10.9% | +118.0% | -128.9% | -52.0% |
| All | -54.8% | +82.8% | -137.6% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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