+350.6%
RCL vs GSK
+79.9%
+270.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.9% |
| 7D | -0.5% | -4.2% | +3.7% | +1.3% |
| 30D | -17.3% | -7.5% | -9.8% | -14.7% |
| 3M | -2.8% | -3.3% | +0.5% | -1.7% |
| 6M | -4.4% | -9.3% | +4.9% | -0.7% |
| YTD | -4.2% | +1.6% | -5.8% | -5.3% |
| 1Y | -23.4% | +25.5% | -48.9% | -31.0% |
| 3Y | +179.4% | +49.3% | +130.1% | +120.4% |
| 5Y | +238.8% | +46.7% | +192.1% | +162.5% |
| All | +350.6% | +79.9% | +270.7% | +238.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling