+4,549.4%
RCL vs GSK
+1,037.2%
+3,512.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | -5.1% | -1.8% | -3.3% | -4.3% |
| 30D | -19.0% | -2.2% | -16.8% | -18.3% |
| 3M | -9.6% | -1.8% | -7.8% | -9.1% |
| 6M | -6.7% | -10.6% | +3.9% | -2.2% |
| YTD | -3.9% | +4.4% | -8.3% | -6.3% |
| 1Y | -25.1% | +30.4% | -55.5% | -34.3% |
| 3Y | +179.1% | +60.1% | +119.0% | +113.5% |
| 5Y | +243.3% | +46.8% | +196.5% | +169.5% |
| 10Y | +325.8% | +79.2% | +246.5% | +204.6% |
| All | +4,549.4% | +1,037.2% | +3,512.2% | +2,162.1% |
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