+4.4%
RDW vs GSK
+62.2%
-57.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +4.8% | -5.4% | +10.2% | +5.3% |
| 30D | -19.5% | -4.6% | -14.9% | -19.2% |
| 3M | -26.9% | -5.1% | -21.8% | -26.6% |
| 6M | +17.8% | -11.4% | +29.2% | +18.9% |
| YTD | +43.0% | +0.7% | +42.3% | +42.2% |
| 1Y | +32.1% | +23.0% | +9.1% | +27.7% |
| 3Y | +250.6% | +48.0% | +202.7% | +225.0% |
| 5Y | -6.6% | +48.2% | -54.8% | -17.5% |
| All | +4.4% | +62.2% | -57.8% | -8.4% |
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