-39.4%
RDDT vs GSK
+21.8%
-61.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +2.1% | -3.5% | +5.7% | +0.8% |
| 30D | +2.8% | -3.4% | +6.3% | +1.8% |
| 3M | -8.9% | -8.1% | -0.8% | -11.2% |
| 6M | +15.1% | -11.1% | +26.2% | +10.6% |
| YTD | -31.4% | +0.7% | -32.1% | -28.4% |
| 1Y | -39.4% | +20.1% | -59.6% | -27.3% |
| All | -39.4% | +21.8% | -61.3% | -27.3% |
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