+17.8%
RDW vs GSK
-11.8%
+29.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +4.8% | -5.4% | +10.2% | +5.8% |
| 30D | -19.5% | -4.6% | -14.9% | -18.8% |
| 3M | -26.9% | -5.1% | -21.8% | -26.6% |
| 6M | +17.8% | -11.4% | +29.2% | +17.3% |
| All | +17.8% | -11.8% | +29.5% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling