+28.3%
RDW vs GSK
+31.2%
-3.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.5% | +1.4% |
| 7D | -3.1% | -1.8% | -1.3% | -3.3% |
| 30D | -1.8% | -2.2% | +0.4% | -1.7% |
| 3M | -50.9% | -1.8% | -49.1% | -50.8% |
| 6M | +13.5% | -10.6% | +24.1% | +10.3% |
| YTD | +38.6% | +4.4% | +34.1% | +42.3% |
| 1Y | +28.3% | +30.4% | -2.2% | +48.6% |
| All | +28.3% | +31.2% | -3.0% | +48.6% |
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 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