+63.9%
RBRK vs GSK
+14.9%
+49.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.9% | +3.5% |
| 7D | -12.5% | +4.9% | -17.5% | -11.3% |
| 30D | -3.0% | +9.9% | -12.9% | -0.2% |
| 3M | +46.9% | +0.2% | +46.8% | +46.2% |
| 6M | +105.4% | +2.3% | +103.1% | +107.4% |
| YTD | +55.6% | +7.1% | +48.5% | +54.4% |
| 1Y | +63.9% | +13.1% | +50.8% | +63.3% |
| All | +63.9% | +14.9% | +49.0% | +63.3% |
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