+8.2%
RBRK vs GSK
+31.2%
-23.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +0.9% |
| 7D | +0.7% | -1.8% | +2.5% | -0.1% |
| 30D | +10.4% | -2.2% | +12.6% | +9.7% |
| 3M | +21.6% | -1.8% | +23.5% | +21.2% |
| 6M | +70.7% | -10.6% | +81.3% | +66.5% |
| YTD | +22.5% | +4.4% | +18.1% | +22.7% |
| 1Y | +8.2% | +30.4% | -22.2% | +9.8% |
| All | +8.2% | +31.2% | -23.0% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling