-23.4%
RCL vs GSK
+26.4%
-49.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | -0.5% | -4.2% | +3.7% | +1.0% |
| 30D | -17.3% | -7.5% | -9.8% | -15.0% |
| 3M | -2.8% | -3.3% | +0.5% | -1.8% |
| 6M | -4.4% | -9.3% | +4.9% | -0.9% |
| YTD | -4.2% | +1.6% | -5.8% | -3.5% |
| 1Y | -23.4% | +25.5% | -48.9% | -22.8% |
| All | -23.4% | +26.4% | -49.8% | -22.8% |
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