+5,669.9%
RCL vs GSK
+1,047.2%
+4,622.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +6.5% | +1.7% | +4.8% | +5.8% |
| 30D | +15.9% | +7.0% | +8.8% | +12.3% |
| 3M | +2.7% | -2.7% | +5.3% | +3.5% |
| 6M | +15.2% | +1.4% | +13.8% | +13.6% |
| YTD | +19.2% | +5.3% | +13.9% | +15.4% |
| 1Y | +31.6% | +10.6% | +21.0% | +24.6% |
| 3Y | +274.2% | +62.6% | +211.6% | +184.0% |
| 5Y | +250.1% | +41.7% | +208.4% | +179.0% |
| 10Y | +388.4% | +104.7% | +283.7% | +228.0% |
| All | +5,669.9% | +1,047.2% | +4,622.7% | +2,686.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling