+274.2%
RCL vs GSK
+63.2%
+211.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +6.5% | +1.7% | +4.8% | +6.3% |
| 30D | +15.9% | +7.0% | +8.8% | +14.9% |
| 3M | +2.7% | -2.7% | +5.3% | +3.0% |
| 6M | +15.2% | +1.4% | +13.8% | +15.1% |
| YTD | +19.2% | +5.3% | +13.9% | +19.8% |
| 1Y | +31.6% | +10.6% | +21.0% | +32.2% |
| 3Y | +274.2% | +62.6% | +211.6% | +263.5% |
| All | +274.2% | +63.2% | +211.0% | +263.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling