+5,843.1%
RCL vs GSK
+1,074.8%
+4,768.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +1.9% |
| 7D | +5.0% | +4.9% | 0.0% | +2.8% |
| 30D | +19.4% | +10.8% | +8.5% | +13.9% |
| 3M | +5.9% | -1.8% | +7.7% | +6.4% |
| 6M | +23.8% | +4.1% | +19.7% | +20.7% |
| YTD | +22.8% | +7.9% | +14.9% | +17.6% |
| 1Y | +34.3% | +14.4% | +19.8% | +25.3% |
| 3Y | +276.4% | +68.1% | +208.3% | +181.3% |
| 5Y | +281.6% | +47.7% | +233.9% | +198.4% |
| 10Y | +379.0% | +100.5% | +278.5% | +224.9% |
| All | +5,843.1% | +1,074.8% | +4,768.3% | +2,740.4% |
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