-68.1%
RGTI vs GSK
+14.9%
-83.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +2.2% |
| 7D | -9.6% | +4.9% | -14.5% | -8.6% |
| 30D | -26.0% | +9.9% | -35.9% | -24.4% |
| 3M | -35.8% | +0.2% | -35.9% | -35.3% |
| 6M | -36.7% | +2.3% | -39.0% | -35.8% |
| YTD | -49.4% | +7.1% | -56.5% | -46.6% |
| 1Y | -68.1% | +13.1% | -81.3% | -67.1% |
| All | -68.1% | +14.9% | -83.0% | -67.1% |
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