-54.1%
GTLB vs RPRX
+117.0%
-171.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.5% |
| 7D | -0.7% | +3.3% | -4.1% | -2.6% |
| 30D | -10.2% | +17.9% | -28.1% | -18.4% |
| 3M | +10.1% | +19.2% | -9.1% | -0.7% |
| 6M | +116.5% | +31.7% | +84.8% | +82.6% |
| YTD | +27.2% | +82.5% | -55.3% | -14.2% |
| 1Y | +8.6% | +78.4% | -69.9% | -25.9% |
| 3Y | +5.6% | +177.0% | -171.4% | -52.0% |
| 5Y | -61.8% | +86.5% | -148.3% | -72.5% |
| All | -54.1% | +117.0% | -171.0% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling