-6.1%
RDW vs GSK
+47.2%
-53.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | -3.5% | +4.4% | +1.2% |
| 30D | -21.3% | -3.4% | -17.8% | -21.0% |
| 3M | -37.9% | -8.1% | -29.7% | -37.4% |
| 6M | +12.3% | -11.1% | +23.4% | +13.3% |
| YTD | +39.7% | +0.7% | +39.0% | +38.9% |
| 1Y | +25.7% | +20.1% | +5.5% | +21.8% |
| 3Y | +230.8% | +46.1% | +184.7% | +206.0% |
| All | -6.1% | +47.2% | -53.3% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling