-10.3%
GTLB vs RPRX
+116.7%
-127.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.8% |
| 7D | -4.1% | -8.0% | +4.0% | -2.2% |
| 30D | +12.3% | +2.1% | +10.3% | +11.9% |
| 3M | +65.9% | +8.2% | +57.7% | +62.4% |
| 6M | +104.0% | +28.9% | +75.1% | +90.5% |
| YTD | +26.0% | +54.1% | -28.1% | +11.1% |
| 1Y | -3.5% | +65.5% | -69.0% | -17.5% |
| All | -10.3% | +116.7% | -127.0% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling